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Central limit theorems for the brownian motion on large unitary groups

Florent Benaych-Georges (2011)

Bulletin de la Société Mathématique de France

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 × 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...

Computation of some examples of Brown's spectral measure in free probability

Philippe Biane, Franz Lehner (2001)

Colloquium Mathematicae

We use free probability techniques to compute spectra and Brown measures of some non-hermitian operators in finite von Neumann algebras. Examples include u + u where uₙ and u are the generators of ℤₙ and ℤ respectively, in the free product ℤₙ*ℤ, or elliptic elements of the form S α + i S β where S α and S β are free semicircular elements of variance α and β.

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