Skip to main content

Spectral Distribution of the Free Unitary Brownian Motion: Another Approach

  • Chapter
  • First Online:
Séminaire de Probabilités XLIV

Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 2046))

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.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 39.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 54.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. P. Biane, Free Brownian Motion, Free Stochastic Calculus and Random Matrices. Fields Institute Communications, 12, (American Mathematical Society Providence, RI, 1997), pp. 1–19

    Google Scholar 

  2. 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)

    Google Scholar 

  3. T. Lévy, Schur-Weyl duality and the heat kernel measure on the unitary group. Adv. Math. 218(2), 537–575 (2008)

    Google Scholar 

Download references

Acknowledgements

This work was partially supported by Agence Nationale de la recherche grant ANR-09-BLAN-0084-01.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Nizar Demni .

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2012 Springer-Verlag Berlin Heidelberg

About this chapter

Cite this chapter

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

Download citation

Publish with us

Policies and ethics