3 papers
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…
math.OA2025
Rates of convergence in the Free Multiplicative Central Limit Theorem
Marwa Banna, Nicolas Gilliers, Pei-Lun Tseng
We provide the first quantitative estimates for the rate of convergence in the free multiplicative central limit theorem (CLT), in terms of the Kolmogorov and -Wasserstein dista…
math.PR2024
The Distribution of Polynomials in Monotone Independent Elements
Marwa Banna, Pei-Lun Tseng
Building on the work of Arizmendi and Celestino (2021), we derive the -distributions of polynomials in monotone independent and infinitesimally monotone independent elements. Fo…