Integration formulas for Brownian motion on classical compact Lie groups
From MaRDI portal
Brownian motionSchur-Weyl dualitystochastic calculusWeingarten calculusfirst fundamental theorem of invariant theoryclassical compact Lie group
Gaussian processes (60G15) Brownian motion (60J65) Vector and tensor algebra, theory of invariants (15A72) Combinatorial aspects of representation theory (05E10) Diffusion processes and stochastic analysis on manifolds (58J65) Applications of stochastic analysis (to PDEs, etc.) (60H30) Noncommutative probability and statistics (46L53) Classical groups (algebro-geometric aspects) (14L35)
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.
Recommendations
Cites work
- scientific article; zbMATH DE number 1003147 (Why is no real title available?)
- scientific article; zbMATH DE number 2174437 (Why is no real title available?)
- scientific article; zbMATH DE number 1890851 (Why is no real title available?)
- scientific article; zbMATH DE number 865539 (Why is no real title available?)
- A new approach to representation theory of symmetric groups
- A random matrix model from two dimensional Yang-Mills theory
- Asymptotic behavior of group integrals in the limit of infinite rank
- Characters of the centralizer algebras of mixed tensor representations of \(GL(r,\mathbb{C})\) and the quantum group \({\mathcal U}_ q(gl(r,\mathbb{C}))\)
- Colorings and orientations of graphs
- Connections between conjectures of Alon-Tarsi, Hadamard-Howe, and integrals over the special unitary group
- Integration with respect to the Haar measure on unitary, orthogonal and symplectic group
- Jucys-Murphy elements and Weingarten matrices
- Lie groups. An approach through invariants and representations
- OPERATOR INVARIANTS OF TANGLES, ANDR-MATRICES
- On algebras which are connected with the semisimple continuous groups
- On some properties of orthogonal Weingarten functions
- On the decomposition of tensor products of the representations of the classical groups: By means of the universal characters
- On the number of even and odd Latin squares of order \(p+1\)
- Representation theory of the symmetric groups. The Okounkov-Vershik approach, character formulas, and partition algebras.
- Schur-Weyl duality and the heat kernel measure on the unitary group
- Symmetric polynomials and the center of the symmetric group ring
- Symmetry, Representations, and Invariants
- The conjectures of Alon-Tarsi and Rota in dimension prime minus one
Cited in
(14)- Asymptotics of powers of random elements of compact Lie groups
- Theta functions and Brownian motion
- Derivative of the Wiener measure on trajectories in compact Lie groups
- Fluctuations of Brownian motions on \(\mathbb{GL}_N\)
- scientific article; zbMATH DE number 139957 (Why is no real title available?)
- Projections of regularized Brownian motions by the action of a Hilbertian Lie group
- Integration by parts for a Lie group valued Brownian motion
- Brownian processes for Monte Carlo integration on compact Lie groups
- Schur-Weyl duality and the product of randomly-rotated symmetries by a unitary Brownian motion
- Large \(N\) limit of Yang-Mills partition function and Wilson loops on compact surfaces
- Moments of Brownian motions on Lie groups
- Kirillov-Frenkel character formula for loop groups, radial part and Brownian sheet
- Free energies and fluctuations for the unitary Brownian motion
- The spectral edge of unitary Brownian motion
This page was built for publication: Integration formulas for Brownian motion on classical compact Lie groups
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1700401)
