##### 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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