Fabrice Baudoin

DataSig

Asymptotic windings of the block determinants of a unitary Brownian motion and related diffusions

<h2>Abstract</h2><p>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.</p><h2>Our speaker</h2><p>See <a href="https://math.uconn.edu/person/fabrice-baudoin/" target="_blank" data-msys-clicktrack="0" rel="nofollow noopener noreferrer">https://math.uconn.edu/person/fabrice-baudoin/</a></p>

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Fabrice Baudoin

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