Support of the Brown measure of a family of free multiplicative Brownian motions with non-negative initial condition
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arXiv
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| Format: | Preprint |
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2025
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| author | Hall, Brian C. Eaknipitsari, Sorawit |
| author_facet | Hall, Brian C. Eaknipitsari, Sorawit |
| contents | We consider a family $b_{s,τ}$ of free multiplicative Brownian motions labeled by a real variance parameter $s$ and a complex covariance parameter $τ$. We then consider the element $xb_{s,τ}$, where $x$ is non-negative and freely independent of $b_{s,τ}$. Our goal is to identify the support of the Brown measure of $xb_{s,τ}$.
In the case $τ=s$, we identify a region $Σ_s$ such that the Brown measure is vanishing outside of $\overlineΣ_s$ except possibly at the origin. For general values of $τ$, we construct a map $f_{s-τ}$ and define $D_{s,τ}$ as the complement of $f_{s-τ}(\overlineΣ_s^c)$. Then the Brown measure is zero outside $D_{s,τ}$ except possibly at the origin.
The proof of these results is based on a two-stage PDE analysis, using one PDE (following the work of Driver, Hall, and Kemp) for the case $τ=s$ and a different PDE (following the work of Hall and Ho) to deform the $τ=s$ case to general values of $τ$. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2503_19682 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Support of the Brown measure of a family of free multiplicative Brownian motions with non-negative initial condition Hall, Brian C. Eaknipitsari, Sorawit Probability Mathematical Physics Functional Analysis We consider a family $b_{s,τ}$ of free multiplicative Brownian motions labeled by a real variance parameter $s$ and a complex covariance parameter $τ$. We then consider the element $xb_{s,τ}$, where $x$ is non-negative and freely independent of $b_{s,τ}$. Our goal is to identify the support of the Brown measure of $xb_{s,τ}$. In the case $τ=s$, we identify a region $Σ_s$ such that the Brown measure is vanishing outside of $\overlineΣ_s$ except possibly at the origin. For general values of $τ$, we construct a map $f_{s-τ}$ and define $D_{s,τ}$ as the complement of $f_{s-τ}(\overlineΣ_s^c)$. Then the Brown measure is zero outside $D_{s,τ}$ except possibly at the origin. The proof of these results is based on a two-stage PDE analysis, using one PDE (following the work of Driver, Hall, and Kemp) for the case $τ=s$ and a different PDE (following the work of Hall and Ho) to deform the $τ=s$ case to general values of $τ$. |
| title | Support of the Brown measure of a family of free multiplicative Brownian motions with non-negative initial condition |
| topic | Probability Mathematical Physics Functional Analysis |
| url | https://arxiv.org/abs/2503.19682 |