Integration formulas for Brownian motion on classical compact Lie groups
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Brownian motionclassical compact Lie groupfirst fundamental theorem of invariant theorySchur-Weyl dualitystochastic calculusWeingarten calculus
Combinatorial aspects of representation theory (05E10) Classical groups (algebro-geometric aspects) (14L35) Vector and tensor algebra, theory of invariants (15A72) Noncommutative probability and statistics (46L53) Diffusion processes and stochastic analysis on manifolds (58J65) Gaussian processes (60G15) Applications of stochastic analysis (to PDEs, etc.) (60H30) Brownian motion (60J65)
Abstract: Combinatorial formulas for the moments of the Brownian motion on classical compact Lie groups are obtained. These expressions are deformations of formulas of B. Collins and P. 'Sniady for moments of the Haar measure and yield a proof of the First Fundamental Theorem of invariant theory and of classical Schur-Weyl dualities based on stochastic calculus.
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