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From order to chaos - Pisa 2018

Stochastic dynamics for the Hua-Pickrell measures

speaker: Theodoros Assiotis (University of Warwick)

abstract: The Hua-Pickrell measures form a distinguished family of unitarily invariant measures on the space of infinite Hermitian matrices, much studied in the theory of random matrices. I will describe how using techniques from integrable probability and making use of some remarkable exact solvability properties one can construct a natural Feller Markov process preserving these measures. Time permitting I will talk about further consequences of this construction and some work in progress.

Thu 12 Apr, 10:30 - 11:20, Aula Dini
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