##### Department of Mathematics,

University of California San Diego

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### 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

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