Non-intersecting Brownian motion and compact Lie groups
Abstract
In many contexts a correspondence has been found between the classical compact groups and certain boundary conditions -- $U(n)$ corresponding to periodic, $USp(2n)$ corresponding to Dirichlet, $SO(2n)$ corresponding to Neumann and $SO(2n+1)$ corresponding to Zaremba. In this talk, I will try to elucidate this correspondence in Lie theoretic terms and in the process relate random matrix theory to Yang-Mills theory, free fermions and modular forms.