Duistermaat-Hackamn measures and Pitman theorem

Non-equilibrium Dynamics and Random Matrices
Topic:Duistermaat-Hackamn measures and Pitman theorem
Speaker:Philippe Biane
Affiliation:Université Paris-Est Marne-la-Vallée
Date:Tuesday, April 15
Time/Room:4:30pm - 5:30pm/S-101

I will explain how Pitman's theorem on Brownian motion and the three dimensional Bessel process can be extended to several dimensions, and the connection with random matrices, and combinatorial representation theory, notably the Littelmann path model. This yields a description of the Duistermaat Heckman measure which can be generalized to finite Coxeter groups.