Spectral distribution of large-size Brownian motions on the complex linear group

Nizar Demni (1) , Tarek Hamdi

1 IRMAR - Institut de Recherche Mathématique de Rennes

We show how the approach used in 'N. Demni, T. Hmidi. Spectral Distribution of the Free unitary Brownian motion: another approach. Sem. Probab. XLIV. 2012. 191-206.' applies to describe the large-size limit of the marginal distribution of the Brownian motion on the complex linear group.

Domaines: Analyse classique [math.CA]; Probabilités [math.PR]

Nizar Demni, Tarek Hamdi. Spectral distribution of large-size Brownian motions on the complex linear group. 2013. ⟨hal-00905786⟩