Stochastic dynamics for the Hua-Pickrell measures
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