ترغب بنشر مسار تعليمي؟ اضغط هنا

The Brown measure of a family of free multiplicative Brownian motions

73   0   0.0 ( 0 )
 نشر من قبل Brian C. Hall
 تاريخ النشر 2021
  مجال البحث
والبحث باللغة English




اسأل ChatGPT حول البحث

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.



قيم البحث

اقرأ أيضاً

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 eigenvalu es 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.
We compute the Brown measure of $x_{0}+isigma_{t}$, where $sigma_{t}$ is a free semicircular Brownian motion and $x_{0}$ is a freely independent self-adjoint element. The Brown measure is supported in the closure of a certain bounded region $Omega_{t }$ in the plane. In $Omega_{t},$ the Brown measure is absolutely continuous with respect to Lebesgue measure, with a density that is constant in the vertical direction. Our results refine and rigorize results of Janik, Nowak, Papp, Wambach, and Zahed and of Jarosz and Nowak in the physics literature. We also show that pushing forward the Brown measure of $x_{0}+isigma_{t}$ by a certain map $Q_{t}:Omega_{t}rightarrowmathbb{R}$ gives the distribution of $x_{0}+sigma_{t}.$ We also establish a similar result relating the Brown measure of $x_{0}+isigma_{t}$ to the Brown measure of $x_{0}+c_{t}$, where $c_{t}$ is the free circular Brownian motion.
57 - Ching-Wei Ho , Ping Zhong 2019
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.
This paper gives a derivation for the large time asymptotics of the $n$-point density function of a system of coalescing Brownian motions on $bf{R}$.
183 - Olivier Raimond 2010
We study a natural continuous time version of excited random walks, introduced by Norris, Rogers and Williams about twenty years ago. We obtain a necessary and sufficient condition for recurrence and for positive speed. This is analogous to results for excited (or cookie) random walks.
التعليقات
جاري جلب التعليقات جاري جلب التعليقات
سجل دخول لتتمكن من متابعة معايير البحث التي قمت باختيارها
mircosoft-partner

هل ترغب بارسال اشعارات عن اخر التحديثات في شمرا-اكاديميا