Abstract. We revisit the description provided by Ph. Biane of the spectral measure of the free unitary Brownian motion. We actually construct for any t ∈ (0, 4) a Jordan curve γ t around the origin, not intersecting the semi-axis [1, ∞[ and whose image under some meromorphic function h t lies in the circle. Our construction is naturally suggested by a residue-type integral representation of the moments and h t is up to a Möbius transformation the main ingredient used in the original proof. Once we did, the spectral measure is described as the push-forward of a complex measure under a local diffeomorphism yielding its absolutecontinuity and its support. Our approach has the merit to be an easy yet technical exercise from real analysis.
Reminder and MotivationIn his pioneering paper [1], Ph. Biane defined and studied the so-called free unitary or multiplicative Brownian motion. It is a unitary operator-valued Lévy process with respect to the free multiplicative convolution of probability measures on the unit circle T (or equivalently the multiplication of unitary operators that are free in some non commutative probability space). Besides, the spectral distribution µ t at any time t ≥ 0 is characterized by its momentsand m −n (t) = m n (t), n ≥ 1 since Y −1 defines a free unitary Brownian motion too. This alternate sum is not easy to handle analytically since for instance if we try to work out the moments generating function of (m n (t)) n≥1then we are led towhere in the open unit disc played a key role in the description of µ t ([2]). More precisely, it was proved there that µ t is an absolutely continuous probability measure with respect to the normalized Haar measure on T and that its density is a real analytic function inside its support. The latter coincides with T when t > 4 while it is given by the angle |θ| ≤ β(t) := (1/2) t(4 − t) + arccos(1 − (t/2)) when t ≤ 4. When proving these important results, the author relied on free stochastic integration (Lemma 11 p.266), Caratheodory's extension Theorem for Riemann maps (Lemma 12 p.270) and a Poisson-type integral representation for this kind of maps (see the proof of Proposition 10 p.270). In the present paper, we shall recover Biane's results from more simpler considerations than the ones used in the original proof. Indeed, for t ∈ (0, 4), there exists a unique piecewise smooth Jordan curve γ t around the origin, not intersecting the semi-axis [1, ∞[ and whose image under some function h t lies in T. Our construction is naturally suggested by a residue-type integral representation of m n (t) and fails when t ≥ 4. Note that the same phenomenon happens here and in Biane's proof: γ t is constructed upon two curves that have a non empty intersection if and only if t < 4, while the inverse function of τ t is defined on the interiors of two Jordan domains whose boundaries have the same phase transition ([2] p. 267). Moreover, the function h t appears in the integrand of our residue-type representation and coincides up to the Möbius transformation