Eigenvalues of Brownian Motions on $\mathrm{GL}(N,\mathbb{C})$

Tatiana Brailovskaya, Nicholas A. Cook, Todd Kemp +1

We prove that the empirical law of eigenvalues of Brownian motion on the Lie Group $\mathrm{GL}(N,\mathbb{C})$ converges almost surely to a deterministic probability measure, chara…