Printable PDF
Department of Mathematics,
Department of Mathematics,
University of California San Diego
****************************
Math 288 - Probability and Statistics Seminar
Brian Hall
University of Notre Dame
Analysis on Lie groups from a probabilistic perspective
Abstract:
\indent I will discuss results in analysis on a compact Lie group that can be obtained using Brownian motion. These include a ``Hermite expansion" and an analog of the Segal-Bargmann transform. Both results can be understood by lifting Brownian motion in the group to Brownian motion in the Lie algebra. I will also briefly discuss an open problem concerning the infinite-dimensional limit of these results.
Host: Todd Kemp
October 20, 2011
10:00 AM
AP&M 6402
****************************
