Integration formulas for Brownian motion on classical compact Lie groups
Author:
Publisher
Institute of Mathematical Statistics
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
https://projecteuclid.org/download/pdfview_1/euclid.aihp/1511773734
Cited by 5 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Asymptotics of powers of random elements of compact Lie groups;Electronic Journal of Probability;2024-01-01
2. Large N limit of Yang–Mills partition function and Wilson loops on compact surfaces;Probability and Mathematical Physics;2023-11-29
3. Fluctuations of Brownian motions on GLN;Annales de l'Institut Henri Poincaré, Probabilités et Statistiques;2022-02-01
4. Schur–Weyl duality and the product of randomly-rotated symmetries by a unitary Brownian motion;Infinite Dimensional Analysis, Quantum Probability and Related Topics;2021-03
5. Free Energies and Fluctuations for the Unitary Brownian Motion;Communications in Mathematical Physics;2016-09-29
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