Biane’s free multiplicative Brownian motion b_t is the large-N limit of the Brownian motion in the general linear group GL(N;C) and can be viewed as the solution to a free stochastic differential equation driven by a circular Brownian motion. I will consider random walk approximations to b_t, which are discrete approximations to the solution of the SDE. These approximations have the form of a product of steps, each of which is the identity plus a multiple of a circular element. We are able to compute the Brown measure of the model with a fixed number of steps using the linearization method. We are then able to let the number of steps tend to infinity and recover the previously computed Brown measure of b_t itself. 

A key step in the argument is a new freeness result for block elements. In general, matrices with freely independent entries are not freely independent in the ordinary sense but only in the “operator valued” sense . But we show that in some interesting examples, we do obtain freeness in the ordinary sense. We also show that for a fixed number of steps, the empirical eigenvalue distribution of the corresponding matrix model converges to the Brown measure of the free model.

This is joint work with Bruce Driver, Ching Wei Ho, Todd Kemp, Yuriy Nemish, Evangelos Nikitopolous, and Félix Parraud. The talk will be self-contained and have lots of pictures.