Matricial model for the free multiplicative convolution

Citation
Cébron, Guillaume, Matricial model for the free multiplicative convolution, Annals of probability , 44(4), 2016, pp. 2427-2478
Journal title
ISSN journal
00911798
Volume
44
Issue
4
Year of publication
2016
Pages
2427 - 2478
Database
ACNP
SICI code
Abstract
This paper investigates homomorphisms à la Bercovici.Pata between additive and multiplicative convolutions. We also consider their matricial versions which are associated with measures on the space of Hermitian matrices and on the unitary group. The previous results combined with a matricial model of Benaych.Georges and Cabanal.Duvillard allow us to define and study the large N limit of a new matricial model on the unitary group for free multiplicative Lévy processes.