Subscribe to the gold package and get unlimited access to Shamra Academy
Register a new userBrown Measures of Free Circular and Multiplicative Brownian Motions with Self-Adjoint and Unitary Initial Conditions
58
0
0.0
(
0
)
Ask ChatGPT about the research
No Arabic abstract
Let $x_0$ be a self-adjoint random variable and $c_t$ be a free circular Brownian motion, freely independent from $x_0$. We use the Hamilton--Jacobi method to compute the Brown measure $rho_t$ of $x_0+c_t$. The Brown measure is absolutely continuous with a density that is emph{constant along the vertical direction} in the support of $rho_t$. The support of the Brown measure of $x_0+c_t$ is related to the subordination function of the free additive convolution of $x_0+s_t$, where $s_t$ is the free semicircular Brownian motion, freely independent from $x_0$. Furthermore, the push-forward of $rho_t$ by a natural map is the law of $x_0+s_t$. Let $u$ be a unitary random variable and $b_t$ is the free multiplicative Brownian motion freely independent from $u$, we compute the Brown measure $mu_t$ of the free multiplicative Brownian motion $ub_t$, extending the recent work by Driver--Hall--Kemp. The measure is absolutely continuous with a density of the special form [frac{1}{r^2}w_t(theta)] in polar coordinates in its support. The support of $mu_t$ is related to the subordination function of the free multiplicative convolution of $uu_t$ where $u_t$ is the free unitary Brownian motion free independent from $u$. The push-forward of $mu_t$ by a natural map is the law of $uu_t$. In the special case that $u$ is Haar unitary, the Brown measure $mu_t$ follows the emph{annulus law}. The support of the Brown measure of $ub_t$ is an annulus with inner radius $e^{-t/2}$ and outer radius $e^{t/2}$. The density in polar coordinates is given by [frac{1}{2pi t}frac{1}{r^2}] in its support.
rate research
Read More
We consider a family of free multiplicative Brownian motions $b_{s,tau}$ parametrized by a positive real number $s$ and a nonzero complex number $tau$ satisfying $leftvert tau-srightvert leq s,$ with an arbitrary unitary initial condition. We compute the Brown measure $mu_{s,tau}$ of $b_{s,tau}$ and find that it has a simple structure, with a density in logarithmic coordinates that is constant in the $tau$-direction. We also find that all the Brown measures with $s$ fixed and $tau$ varying are related by pushforward under a natural family of maps. Our results generalize those of Driver-Hall-Kemp and Ho-Zhong for the case $tau=s.$ We use a version of the PDE method introduced by Driver-Hall-Kemp, but with some significant technical differences.
We compute the Brown measure of the sum of a self-adjoint element and an elliptic element. We prove that the push-forward of this Brown measure of a natural map is the law of the free convolution of the self-adjoint element and the semicircle law; it is also a push-forward measure of the Brown measure of the sum of the self-adjoint element and a circular element by another natural map. We also study various asymptotic behaviors of this family of Brown measures as the variance of the elliptic element approaches infinity.
We investigate self-adjoint extensions of the minimal Kirchhoff Laplacian on an infinite metric graph. More specifically, the main focus is on the relationship between graph ends and the space of self-adjoint extensions of the corresponding minimal Kirchhoff Laplacian $mathbf{H}_0$. First, we introduce the notion of finite and infinite volume for (topological) ends of a metric graph and then establish a lower bound on the deficiency indices of $mathbf{H}_0$ in terms of the number of finite volume graph ends. This estimate is sharp and we also find a necessary and sufficient condition for the equality between the number of finite volume graph ends and the deficiency indices of $mathbf{H}_0$ to hold. Moreover, it turns out that finite volume graph ends play a crucial role in the study of Markovian extensions of $mathbf{H}_0$. In particular, we show that the minimal Kirchhoff Laplacian admits a unique Markovian extension exactly when every topological end of the underlying metric graph has infinite volume. In the case of finitely many finite volume ends (for instance, the latter includes Cayley graphs of a large class of finitely generated infinite groups) we are even able to provide a complete description of all Markovian extensions of $mathbf{H}_0$.
The free multiplicative Brownian motion $b_{t}$ is the large-$N$ limit of the Brownian motion on $mathsf{GL}(N;mathbb{C}),$ in the sense of $ast $-distributions. The natural candidate for the large-$N$ limit of the empirical distribution of eigenvalues is thus the Brown measure of $b_{t}$. In previous work, the second and third authors showed that this Brown measure is supported in the closure of a region $Sigma_{t}$ that appeared work of Biane. In the present paper, we compute the Brown measure completely. It has a continuous density $W_{t}$ on $bar{Sigma}_{t},$ which is strictly positive and real analytic on $Sigma_{t}$. This density has a simple form in polar coordinates: [ W_{t}(r,theta)=frac{1}{r^{2}}w_{t}(theta), ] where $w_{t}$ is an analytic function determined by the geometry of the region $Sigma_{t}$. We show also that the spectral measure of free unitary Brownian motion $u_{t}$ is a shadow of the Brown measure of $b_{t}$, precisely mirroring the relationship between Wigners semicircle law and Ginibres circular law. We develop several new methods, based on stochastic differential equations and PDE, to prove these results.
Let $x_0$ be a possibly-unbounded self-adjoint random variable, $tildesigma_alpha$ and $sigma_beta$ are semicircular variables with variances $alphageq 0$ and $beta>0$ respectively (when $alpha = 0$, $tildesigma_alpha = 0$). Suppose $x_0$, $sigma_alpha$, and $tildesigma_beta$ are all freely independent. We compute the Brown measure of $x_0+tildesigma_alpha+isigma_beta$, extending the previous computations which only work for bounded self-adjoint random variable $x_0$. The Brown measure in this unbounded case has the same structure as in the bounded case; it has connections to the free convolution $x_0+sigma_{alpha+beta}$. We also compute the example where $x_0$ is Cauchy-distributed.
Log in to be able to interact and post comments
comments
Fetching comments
Sign in to be able to follow your search criteria
