Todd Kemp

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math.PR2026

Eigenvalues of Brownian Motions on $GL (N, C)$

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

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

math.PR2025

Matrix Random Walks and the Lima Bean Law

Bruce K. Driver, Brian C. Hall, Ching Wei Ho +4

A matrix random walk is a stochastic process of the form $B_{k} = (I + A_{1}) \dots (I + A_{k})$ where $A_{j}$ are independent ``step'' matrices in $M_{N} (C)$ . With the right en…

math.PR2025

Bias and Division in the Free World

Larry Goldstein, Todd Kemp

Sampling bias is a foundational concept in statistics; associated bias transforms, such as size bias, have come to play important roles in probability theory of late. The first aut…

Eigenvalues of Brownian Motions on GL(N,C)

Matrix Random Walks and the Lima Bean Law

Bias and Division in the Free World

Eigenvalues of Brownian Motions on $GL (N, C)$