Félix Parraud

activity

20242026

collaborators

4 papers

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

Asymptotic expansion of smooth functions in deterministic and iid Haar unitary matrices, and application to tensor products of matrices

FÃ©lix Parraud

Let $U^{N}$ be a family of $N \times N$ independent Haar unitary random matrices and their adjoints, $Z^{N}$ a family of deterministic matrices, and $P$ a self-adjoint noncommutative po…

math.PR2024

The spectrum of a tensor of random and deterministic matrices