29 citations · 104 across the 60 of their papers we have counts for
Showing 2025 · math.PRShow all
3 papers · 2 filters
math.PR2025
Finite free probability and transforms of Jacobi processes
Nizar Demni, Nicolas Gilliers, Tarek Hamdi
We calculate the averaged characteristic polynomial and its finite transform for the Hermitian Jacobi process at any fixed time . We give a direct proof that this sequence…
math.PR2025
Brownian motion and stochastic areas on complex full flag manifolds
Fabrice Baudoin, Nizar Demni, Teije Kuijper +1
We show that the Brownian motion on the complex full flag manifold can be represented by a matrix-valued diffusion obtained from the unitary Brownian motion. This representation ac…
math.PR2025
Spectral distribution of the free Jacobi process with equal rank projections
Nizar Demni, Tarek Hamdi
The free Jacobi process is the radial part of the compression of the free unitary Brownian motion by two free orthogonal projections in a non commutative probability space. In this…