Stochastic dynamics for the Hua-Pickrell measures




Date(s) : 30/03/2018   iCal
11 h 00 min - 12 h 00 min

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


Stochastic dynamics for the Hua-Pickrell measures




Date(s) : 30/03/2018   iCal
11 h 00 min - 12 h 00 min

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



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