Free Energies and Fluctuations for the Unitary Brownian Motion

We show that the Laplace transforms of traces of words in independent unitary Brownian motions converge towards an analytic function on a non trivial disc. These results allow one to study the asymptotic behavior of Wilson loops under the unitary Yang–Mills measure on the plane with a potential. The limiting objects obtained are shown to be characterized by equations analogue to Schwinger–Dyson’s ones, named here after Makeenko and Migdal.