Seminar series
Date
Thu, 25 Mar 2021
Time
16:00 -
17:00
Location
Virtual
Speaker
Fabrice Baudoin
Organisation
University of Connecticut
We study several matrix diffusion processes constructed from a unitary Brownian motion. In particular, we use the Stiefel fibration to lift the Brownian motion of the complex Grass- mannian to the complex Stiefel manifold and deduce a skew-product decomposition of the Stiefel Brownian motion. As an application, we prove asymptotic laws for the determinants of the block entries of the unitary Brownian motion.