Strong Convergence of Unitary Brownian Motion

Abstract

The Brownian motion $(U_t^N{)}_{t\ge 0}$ on the unitary group converges, as a process, to the free unitary Brownian motion $(u_t{)}_{t\ge 0}$ as $N\to \infty$. In this paper, we prove that it converges strongly as a process: not only in distribution but also in operator norm. In particular, for a fixed time $t>0$, we prove that the spectral measure has a hard edge: there are no outlier eigenvalues in the limit. We also prove an extension theorem: any strongly convergent collection of random matrix ensembles independent from a unitary Brownian motion also converge strongly jointly with the Brownian motion. We give an application of this strong convergence to the Jacobi process.

37 pages, 4 figures

References in corpus (4)

• Multivariate analysis and Jacobi ensembles: largest eigenvalue, Tracy--Widom limits and rates of convergence
• Product of random projections, Jacobi ensembles and universality problems arising from free probability
• Free Convolution Operators and Free Hall Transform
• Remarks on free mutual information and orbital free entropy

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