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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 where are independent ``step'' matrices in . With the right en…
math.PR2025
Support of the Brown measure of a family of free multiplicative Brownian motions with non-negative initial condition
Brian C. Hall, Sorawit Eaknipitsari
We consider a family of free multiplicative Brownian motions labeled by a real variance parameter and a complex covariance parameter . We then consider the element…