Strong Convergence of Multiplicative Brownian Motions on the General Linear Group
Abstract
We consider the family of multiplicative Brownian motions on the general linear group introduced by Driver-Hall-Kemp. They are parametrized by the real variance and the complex covariance of the underlying elliptic Brownian motion. We show the almost sure strong convergence of the finite-dimensional marginals of 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 which corresponds to the Brownian motion on the unitary group. Actually, this strong convergence remains valid when the family of multiplicative Brownian motions is considered alongside a family of strongly converging deterministic matrices.
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}
}
Comments
44 pages