Paths in Weyl chambers and random matrices

Probability Theory and Related Fields

Volumn 124, Issue 4, 2002, Pages 517-543

  Bougerol, Philippe ^a   Jeulin, Thierry ^b  

^a SORBONNE UNIVERSITÉ   (France)

^b UNIVERSITÉ PARIS DESCARTES   (France)

Author keywords

Brownian motion; Complex semisimple group; Gaussian Unitary Ensemble; Pitman's theorem; Random matrix; Representation theory; Symmetric space; Weyl chamber

Indexed keywords

EID: 0036882777     PISSN: 01788051     EISSN: None     Source Type: Journal    
DOI: 10.1007/s004400200221     Document Type: Article

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