论文标题
统一布朗运动和相关扩散的块决定因素的渐近绕组
Asymptotic windings of the block determinants of a unitary Brownian motion and related diffusions
论文作者
论文摘要
我们研究了几个由统一的布朗运动构成的矩阵扩散过程。特别是，我们使用Stiefel振动将复杂的草个子的布朗尼运动升至复杂的Stiefel歧管上，并推断出Stiefel Brownian运动的偏斜分解。作为一种应用，我们证明了统一布朗运动块条目的决定因素的渐近定律。
We study several matrix diffusion processes constructed from a unitary Brownian motion. In particular, we use the Stiefel fibration to lift the Brownian motion of the complex Grassmannian to the complex Stiefel manifold and deduce a skew-product decomposition of the Stiefel Brownian motion. As an application, we prove asymptotic laws for the determinants of the block entries of the unitary Brownian motion.
