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Asymptotic windings of the block determinants of a unitary Brownian motion and related diffusions - MaRDI portal

Asymptotic windings of the block determinants of a unitary Brownian motion and related diffusions (Q2042757)

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Asymptotic windings of the block determinants of a unitary Brownian motion and related diffusions
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    Statements

    title
    Asymptotic windings of the block determinants of a unitary Brownian motion and related diffusions (English)
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    author
    Fabrice Baudoin
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    Jing Wang
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    publication date
    21 July 2021
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    zbMATH Keywords
    asymptotic stochastic area
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    asymptotic windings
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    block determinants
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    Brownian motion of complex Grassmannian manifold
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    Stiefel Brownian motion
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    cites work
    Q4720334
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    Free Jacobi process
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    Q5726118
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    Q5531333
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    Q3749823
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    Q4042285
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    Q3623867
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    Identifiers

    DOI
    10.1214/21-EJP600
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    Mathematics Subject Classification ID
    60J60
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    60J65
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    60J35
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    zbMATH DE Number
    7373449
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    arXiv ID
    2004.13098
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    OpenAlex ID
    W3158820650
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