Construction of a free Levy process as high-dimensional limit of a Brownian motion on the unitary group

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TitreConstruction of a free Levy process as high-dimensional limit of a Brownian motion on the unitary group
Type de publicationJournal Article
Year of Publication2015
AuteursUlrich M
JournalINFINITE DIMENSIONAL ANALYSIS QUANTUM PROBABILITY AND RELATED TOPICS
Volume18
Pagination1550018
Date PublishedSEP
Type of ArticleArticle
ISSN0219-0257
Mots-clésdual groups, Free probability, quantum Levy processes, quantum probability, random matrices
Résumé

It is well known that freeness appears in the high-dimensional limit of independence for matrices. Thus, for instance, the additive free Brownian motion can be seen as the limit of the Brownian motion on hermitian matrices. More generally, it is quite natural to try to build free Levy processes as high-dimensional limits of classical matricial Levy processes. We will focus here on one specific such construction, discussing and generalizing the work done previously by Biane in Ref. 2, who has shown that the (classical) Brownian motion on the Unitary group U(d) converges to the free multiplicative Brownian motion when d goes to infinity. We shall first recall that result and give an alternative proof for it. We shall then see how this proof can be adapted in a more general context in order to get a free Levy process on the dual group (in the sense of Voiculescu) U < n >. This result will actually amount to a truly noncommutative limit theorem for classical random variables, of which Biane's result constitutes the case n = 1.

DOI10.1142/S0219025715500186