Félix Parraud

collaborators

3 papers

math.PR2025

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.PR2024

The spectrum of a tensor of random and deterministic matrices

Félix Parraud

We consider operator-valued polynomials in Gaussian Unitary Ensemble random matrices and we show that its $L^{p}$ -norm can be upper bounded, up to an asymptotically small error, by t…

Eigenvalues of Brownian Motions on GL(N,C)

Matrix Random Walks and the Lima Bean Law

The spectrum of a tensor of random and deterministic matrices

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