Fluctuations of Brownian motions on \(\mathbb{GL}_N\)
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Publication:2078026
DOI10.1214/21-AIHP1165zbMath1493.46083arXiv1409.5624OpenAlexW4210771368MaRDI QIDQ2078026
Publication date: 25 February 2022
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1409.5624
Random matrices (probabilistic aspects) (60B20) Brownian motion (60J65) Free probability and free operator algebras (46L54)
Related Items (6)
On the operator norm of non-commutative polynomials in deterministic matrices and iid Haar unitary matrices ⋮ Local law and rigidity for unitary Brownian motion ⋮ Extremal singular values of random matrix products and Brownian motion on \(\text{\textsf{GL}} (N, \mathbb{C})\) ⋮ The spectral edge of unitary Brownian motion ⋮ Free energies and fluctuations for the unitary Brownian motion ⋮ Fluctuations for matrix-valued Gaussian processes
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