Free Jacobi process
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Publication:2481395
DOI10.1007/s10959-007-0110-1zbMath1145.46041arXivmath/0606218OpenAlexW2088368454MaRDI QIDQ2481395
Publication date: 9 April 2008
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0606218
polar decompositionfree Jacobi processfree multiplicative Brownian motionfree additive Brownian motionunitary Brownian matrix
Related Items (18)
Central limit theorems for the brownian motion on large unitary groups ⋮ Spectral distribution of the free Jacobi process, revisited ⋮ Functional equations solving initial-value problems of complex Burgers-type equations for one-dimensional log-gases ⋮ Inverse of the flow and moments of the free Jacobi process associated with one projection ⋮ Itô's formula for noncommutative \(C^2\) functions of free Itô processes ⋮ Summing free unitary Brownian motions with applications to quantum information ⋮ Freezing limits for Calogero–Moser–Sutherland particle models ⋮ On free stochastic differential equations ⋮ Wigner chaos and the fourth moment ⋮ On the rough-paths approach to non-commutative stochastic calculus ⋮ Liberation of projections ⋮ The spectral edge of unitary Brownian motion ⋮ Remarks on free mutual information and orbital free entropy ⋮ Moments of the Hermitian matrix Jacobi process ⋮ Asymptotic windings of the block determinants of a unitary Brownian motion and related diffusions ⋮ Schur–Weyl duality and the product of randomly-rotated symmetries by a unitary Brownian motion ⋮ Relating moments of self-adjoint polynomials in two orthogonal projections ⋮ Free Jacobi process associated with one projection: local inverse of the flow
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