Miércoles 8 de noviembre

"Brownian motion on matrices and Duistermaat-Heckman measure"

Ponente: Philippe Biane, Institut Gaspard Monge
Lugar: Auditorio Josť Angel Canavati Ayub
Hora: 4:00 pm
Resumen: The space of hermitian matrices with a given spectrum carries a unique probability measure invariant under unitary conjugation. The Duistermaat-Heckman measure is the projection of this measure on the diagonal. It has many interesting geometric properties. I will explain how some well known theorems on Brownian motion help explain some of these properties.