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Institut de Mathématiques de Marseille, UMR 7373
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Stochastic dynamics for the Hua-Pickrell measures

vendredi
30
mars
2018
11h00 - 12h00
horaire FRUMAM

Aix-Marseille Université - Site St Charles
3, place Victor Hugo - case 39
13331 MARSEILLE Cedex 03

The Hua-Pickrell measures form a distinguished family of unitarily invariant measures on the space of infinite Hermitian matrices, much studied in the theory of random matrices. I will describe how using techniques from integrable probability and making use of some remarkable exact solvability properties one can construct a natural Feller Markov process preserving these measures. Time permitting I will talk about further consequences of this construction and some work in progress.

Theodoros ASSIOTIS