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In this paper, we are concerned with the large $n$ limit of the distributions of linear combinations of the entries of a Brownian motion on the group of $n\times n$ unitary matrices. We prove that the process of such a linear combination converges to a Gaussian one. Various scales of time and various initial distributions are considered, giving rise to various limit processes, related to the geometric construction of the unitary Brownian motion. As an application, we propose a very short proof of the asymptotic...

In this paper, we prove a result linking the square and the rectangular -transforms, the consequence of which is a surprising relation between the square and rectangular versions the free additive convolutions, involving the Marchenko–Pastur law. Consequences on random matrices, on infinite divisibility and on the arithmetics of the square versions of the free additive and multiplicative convolutions are given.

We consider some random band matrices with band-width $N^{\mu }$ whose entries are independent random variables with distribution tail in $x^{-\alpha }$. We consider the largest eigenvalues and the associated eigenvectors and prove the following phase transition. On the one hand, when $\alpha lt;2(1+{\mu }^{-1})$, the largest eigenvalues have order $N^{(1+\mu )/\alpha }$, are asymptotically distributed as a Poisson process and their associated eigenvectors are essentially carried by two coordinates (this phenomenon has already been remarked for full matrices by Soshnikov...