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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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