Abstract
We revisit the description provided by Ph. Biane of the spectral measure of the free unitary Brownian motion. We actually construct for any \(t\,\in \,(0,4)\) a Jordan curve \({\gamma }_{t}\) around the origin, not intersecting the semi-axis \([1,\infty [\) and whose image under some meromorphic function h t lies in the circle. Our construction is naturally suggested by a residue-type integral representation of the moments and h t is up to a Möbius transformation the main ingredient used in the original proof. Once we did, the spectral measure is described as the push-forward of a complex measure under a local diffeomorphism yielding its absolute-continuity and its support. Our approach has the merit to be an easy yet technical exercise from real analysis.
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References
P. Biane, Free Brownian Motion, Free Stochastic Calculus and Random Matrices. Fields Institute Communications, 12, (American Mathematical Society Providence, RI, 1997), pp. 1–19
P. Biane, Segal-Bargmann transform, functional calculus on matrix spaces and the theory of semi-circular and circular systems. J. Funct. Anal. 144(1), 232–286 (1997)
T. Lévy, Schur-Weyl duality and the heat kernel measure on the unitary group. Adv. Math. 218(2), 537–575 (2008)
Acknowledgements
This work was partially supported by Agence Nationale de la recherche grant ANR-09-BLAN-0084-01.
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© 2012 Springer-Verlag Berlin Heidelberg
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Demni, N., Hmidi, T. (2012). Spectral Distribution of the Free Unitary Brownian Motion: Another Approach. In: Donati-Martin, C., Lejay, A., Rouault, A. (eds) Séminaire de Probabilités XLIV. Lecture Notes in Mathematics(), vol 2046. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-27461-9_9
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DOI: https://doi.org/10.1007/978-3-642-27461-9_9
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