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math.PR2026
Brownian motion on the complex general group and the non-compact Jacobi process
Martin Auer, Nizar Demni, Nicolas Gilliers
In this paper, we introduce and study a new non Hermitian matrix-valued process built from truncations of Brownian motion on complex positive-definite matrices and of its inverse.…
math.PR2026
Bigraph independence : a mixture of the five natural independences
Nicolas Gilliers, David Jekel
We introduce a notion of non-commutative joint independence for multiple algebras in a non-commutative probability space. The pairwise relationships between these algebras are enco…