Laplace's method for iterated complex Brownian integrals

DOI10.1007/S00440-004-0409-0zbMath1082.60044OpenAlexW2058597892MaRDI QIDQ2570832

Grégory Liorit

Publication date: 28 October 2005

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

Full work available at URL: https://doi.org/10.1007/s00440-004-0409-0

zbMATH Keywords

iterated stochastic integralscomplex semisimple grouprepresentations theory

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) Stochastic integrals (60H05) Random matrices (algebraic aspects) (15B52) Probability theory on algebraic and topological structures (60B99)

Cites Work

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• GUEs and queues
• Limit theorems for height fluctuations in a class of discrete space and time growth models

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