Asymptotic windings of the block determinants of a unitary Brownian motion and related diffusions
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Publication:2042757
DOI10.1214/21-EJP600zbMath1491.60138arXiv2004.13098OpenAlexW3158820650MaRDI QIDQ2042757
Publication date: 21 July 2021
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2004.13098
asymptotic windingsasymptotic stochastic areablock determinantsBrownian motion of complex Grassmannian manifoldStiefel Brownian motion
Brownian motion (60J65) Diffusion processes (60J60) Transition functions, generators and resolvents (60J35)
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