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

DOI10.1214/21-EJP600zbMath1491.60138arXiv2004.13098OpenAlexW3158820650MaRDI QIDQ2042757

Jing Wang, Fabrice Baudoin

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

zbMATH Keywords

asymptotic windingsasymptotic stochastic areablock determinantsBrownian motion of complex Grassmannian manifoldStiefel Brownian motion

Mathematics Subject Classification ID

Brownian motion (60J65) Diffusion processes (60J60) Transition functions, generators and resolvents (60J35)

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