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Related papers: Liberation of Projections

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We establish high probability estimates on the eigenvalue locations of Brownian motion on the $N$-dimensional unitary group, as well as estimates on the number of eigenvalues lying in any interval on the unit circle. These estimates are…

Probability · Mathematics 2023-02-22 Arka Adhikari , Benjamin Landon

In this paper, we derive explicit expressions for the moments and for the mixed moments of the compression of a free unitary Brownian motion by a free projection. While the moments of this non-normal operator are readily derived using…

Operator Algebras · Mathematics 2021-08-24 Nizar Demni , Tarek Hamdi

For a given normalized Gaussian symmetric matrix-valued process $Y^{(n)}$, we consider the process of its eigenvalues $\{(\lambda_{1}^{(n)}(t),\dots, \lambda_{n}^{(n)}(t)); t\ge 0\}$ as well as its corresponding process of empirical…

Probability · Mathematics 2018-01-09 Arturo Jaramillo , Juan Carlos Pardo , José Luis Pérez

The expressions for entropy production, free energy, and entropy extraction rates are derived for a Brownian particle that walks in an underdamped medium. Our analysis indicates that as long as the system is driven out of equilibrium, it…

Statistical Mechanics · Physics 2021-02-18 Mesfin Asfaw Taye

The main message in this paper is that there are surprisingly many different Brownian bridges, some of them - familiar, some of them - less familiar. Many of these Brownian bridges are very close to Brownian motions. Somewhat loosely…

Statistics Theory · Mathematics 2016-01-08 Estate Khmaladze

This work proposes algorithms for computing additive and multiplicative free convolutions of two given measures. We consider measures with compact support whose free convolution results in a measure with a density function that exhibits a…

Numerical Analysis · Mathematics 2023-05-04 Alice Cortinovis , Lexing Ying

This paper studies projections of uniform random elements of (co)adjoint orbits of compact Lie groups. Such projections generalize several widely studied ensembles in random matrix theory, including the randomized Horn's problem, the…

Mathematical Physics · Physics 2023-10-25 Benoît Collins , Colin McSwiggen

In this note we lay some groundwork for the resource theory of thermodynamics in general probabilistic theories (GPTs). We consider theories satisfying a purely convex abstraction of the spectral decomposition of density matrices: that…

Quantum Physics · Physics 2015-11-06 Howard Barnum , Jonathan Barrett , Marius Krumm , Markus P. Müller

We consider a family of free multiplicative Brownian motions $b_{s,\tau}$ parametrized by a real variance parameter $s$ and a complex covariance parameter $\tau.$ We compute the Brown measure $\mu_{s,\tau}$ of $ub_{s,\tau },$ where $u$ is a…

Probability · Mathematics 2023-08-04 Brian C. Hall , Ching-Wei Ho

This paper is a companion to a series of papers devoted to the study of the spectral distribution of the free Jacobi process associated with a single projection. Actually, we notice that the flow solves a radial L\"owner equation and as…

Probability · Mathematics 2016-11-02 Nizar Demni , Tarek Hamdi

The $p$-adic unitary operator $U$ is defined as an invertible operator on $p$-adic ultrametric Banach space such that $\left |U\right |=\left |U^{-1}\right |=1$. We point out $U$ has a spectral measure valued in $\textbf{projection…

Mathematical Physics · Physics 2023-11-03 Zhao Tianhong

We consider the degenerate Einsteins Brownian motion model when the time interval of the moving particles before the collisions, is reciprocal to the number of particles per unit volume u(x,t), at the point of observation x at time t. The…

Analysis of PDEs · Mathematics 2022-07-01 Isanka Garli Hevage , Akif Ibraguimov , Zeev Sobol

We present two constructions of projective systems of measures associated to discretizations of free scalar Euclidean quantum fields. The first one is obtained using only purely combinatorial data and applies to free massless scalar fields…

Mathematical Physics · Physics 2025-09-17 Svetoslav Zahariev

We consider the degenerate Einstein's Brownian motion model for the case when the time interval ($\tau$) of particle Jumps before collision (free jumps) reciprocal to the number of particles per unit volume $u(x,t) > 0$ at the point of…

Analysis of PDEs · Mathematics 2022-02-01 Isanka Garli Hevage , Akif Ibraguimov , Zeev Sobol

What is the optimal way to approximate a high-dimensional diffusion process by one in which the coordinates are independent? This paper presents a construction, called the \emph{independent projection}, which is optimal for two natural…

Probability · Mathematics 2024-10-10 Daniel Lacker

We suggest several mathematical counterparts to the idea of "effective degrees of freedom" and formulate specific questions, much of which are inspired by Larry Guth's results and ideas on the Hermann Weyl kind of asymptotics of the Morse…

Metric Geometry · Mathematics 2017-10-11 Misha Gromov

A finite-dimensional pseudo-unitary framework is set up for describing the dynamics of free elementary particles in a purely relativistic quantum mechanical way. States of any individual particles or antiparticles are defined as suitably…

Mathematical Physics · Physics 2015-02-03 Jorge G. Cardoso

We study upgraded free independence phenomena for unitary elements $u_1$, $u_2$, \dots representing the large-$n$ limit of Haar random unitaries, showing that free independence extends to several larger algebras containing $u_j$ in the…

Operator Algebras · Mathematics 2025-07-31 David Jekel , Srivatsav Kunnawalkam Elayavalli

Let $\{U^N_t\}_{t\ge 0}$ be a standard Brownian motion on $\mathbb{U}(N)$. For fixed $N\in\mathbb{N}$ and $t>0$, we give explicit bounds on the $L_1$-Wasserstein distance of the empirical spectral measure of $U^N_t$ to both the…

Probability · Mathematics 2018-02-14 Elizabeth Meckes , Tai Melcher

We study the hydrodynamic limits of three kinds of one-dimensional stochastic log-gases known as Dyson's Brownian motion model, its chiral version, and the Bru-Wishart process studied in dynamical random matrix theory. We define the…

Probability · Mathematics 2022-07-05 Taiki Endo , Makoto Katori , Noriyoshi Sakuma