Spectral distribution of large-size Brownian motions on the complex linear group
arXiv:1307.4027
Abstract
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.
arXiv commentThe title is changed, the exposition is improved and one technical proof is shortened. All comments welcome