Marwa Banna - Strong Convergence for Multiplicative Brownian Motions on the General Linear Group
Recorded 26 February 2025. Marwa Banna of New York University Abu Dhabi presents "Strong Convergence for Multiplicative Brownian Motions on the General Linear Group" at IPAM's Free Entropy Theory and Random Matrices Workshop.Abstract: We consider a family of multiplicative (λ,τ) -Brownian motions on the general linear group parametrized by a real variance parameter λ and a complex variance parameter τ . We prove that, almost surely, their finite-dimensional marginals converge strongly, in the large-N limit, to those of a family of free multiplicative (λ,τ) -Brownian motions. This is a joint work with Mireille Capitaine and Guillaume Cébron.
Learn more online at: https://www.ipam.ucla.edu/programs/workshops/free-entropy-theory-and-random-matrices/ Receive SMS online on sms24.me
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