Paths in Weyl chambers and random matrices

DOI10.1007/s004400200221zbMath1020.15024OpenAlexW330849295MaRDI QIDQ1871660

Thierry Jeulin, Philippe Bougerol

Publication date: 4 May 2003

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s004400200221

zbMATH Keywords

eigenvalueBrownian motionsymmetric spacerepresentation theoryrandom matrixGaussian unitary ensembleWeyl chamberPitman's theoremcomplex semisimple group

Mathematics Subject Classification ID

Representations of Lie algebras and Lie superalgebras, algebraic theory (weights) (17B10) Brownian motion (60J65) Harmonic analysis on homogeneous spaces (43A85) Analysis on real and complex Lie groups (22E30) Semisimple Lie groups and their representations (22E46) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41) Random matrices (algebraic aspects) (15B52) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

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