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math.PR2025
Strong Convergence of Multiplicative Brownian Motions on the General Linear Group
Marwa Banna, Mireille Capitaine, Guillaume Cébron
We consider the family of multiplicative Brownian motions on the general linear group introduced by Driver-Hall-Kemp. They are parametrized by the real variance $λ\in \ma…
math.PR2025
Infinitesimal freeness for orthogonally invariant random matrices
Guillaume Cébron, James A Mingo
We introduce a new kind of free independence, called real infinitesimal freeness. We show that independent orthogonally invariant with infinitesimal laws are asymptotically real in…
math.PR2025
Central limit theorem for -independent products and higher-order tensors
Guillaume Cébron, Patrick Oliveira Santos, Pierre Youssef
We establish a central limit theorem (CLT) for families of products of -independent random variables. We utilize graphon limits to encode the evolution of independence and chara…