Stochastic dynamics for the Hua-Pickrell measures
Date(s) : 30/03/2018 iCal
11h00 - 12h00
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.
https://warwick.ac.uk/fac/sci/masdoc/people/studentpages/students2014/assiotis/
Catégories Pas de Catégories
