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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…
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…