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Strong Convergence of Multiplicative Brownian Motions on the General Linear Group

Probability 2025-07-21 v1 Mathematical Physics math.MP

Abstract

We consider the family of multiplicative Brownian motions Gλ,τG_{\lambda,\tau} on the general linear group introduced by Driver-Hall-Kemp. They are parametrized by the real variance λR\lambda\in \mathbb{R} and the complex covariance τC\tau \in \mathbb{C} of the underlying elliptic Brownian motion. We show the almost sure strong convergence of the finite-dimensional marginals of Gλ,τG_{\lambda,\tau} to the corresponding free multiplicative Brownian motion introduced by Hall-Ho: as the dimension tends to infinity, not only does the noncommutative distribution converge almost surely, but the operator norm does as well. This result generalizes the work of Collins-Dahlqvist-Kemp for the special case (λ,τ)=(1,0)(\lambda,\tau)=(1,0) which corresponds to the Brownian motion on the unitary group. Actually, this strong convergence remains valid when the family of multiplicative Brownian motions Gλ,τG_{\lambda,\tau} is considered alongside a family of strongly converging deterministic matrices.

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Cite

@article{arxiv.2507.13922,
  title  = {Strong Convergence of Multiplicative Brownian Motions on the General Linear Group},
  author = {Marwa Banna and Mireille Capitaine and Guillaume Cébron},
  journal= {arXiv preprint arXiv:2507.13922},
  year   = {2025}
}

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44 pages