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Séminaire Probabilités, Statistique et Applications

Orateur : Guillaume Cébron
Établissement : IMT – Université de Toulouse (France)
Dates : 2025-12-11 – 2025-12-11
Heures : 15:00 – 16:00
Lieu : Salle 0-3

Résumé :
Titre de la conférence : Strong Convergence for Multiplicative Brownian Motions on the General Linear GroupWe consider a multiplicative Brownian motion on the general linear group of dimension NxN. For a fixed time, it is a random matrix of size NxN. We prove that, almost surely, the finite-dimensional marginals converge strongly, in the large-N limit, to those of a free multiplicative Brownian motion. In other words, not only the marginals converge in *-distribution as N tends to infinity, but the operator norm of any polynomial in the random matrix converges almost surely to the operator norm of the limiting operator. This is a joint work with Marwa Banna and Mireille Capitaine.