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Spectral distribution of large-size Brownian motions on the complex linear group (1307.4027v2)
Published 15 Jul 2013 in math.CA and math.PR
Abstract: We show how the approach used in `N. Demni, T. Hmidi. Spectral Distribution of the Free unitary Brownian motion: another approach. Sem. Probab. XLIV. 2012. 191-206.' applies to describe the large-size limit of the marginal distribution of the Brownian motion on the complex linear group.