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Department of Mathematics,
Department of Mathematics,
University of California San Diego
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Math 288 - Probability Seminar
Guillaume Cebron
Universite Pierre et Marie Curie
Levy processes on the unitary group in large dimension
Abstract:
It is known that the distribution of a random unitary matrix, under the heat kernel measure on the unitary group U(N), converges as N tends to infinity. I will discuss the convergence of the distribution of a random unitary matrix arising from a Levy process on the unitary group U(N). The approach is based on the Schur-Weyl duality, and we will see that the asymptotic distribution is closely related to the counting of certain paths in the symmetric group.
Host: Todd Kemp
April 3, 2014
10:00 AM
AP&M 6218
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