University of Sussex
Browse

File(s) not publicly available

Integration formulas for Brownian motion on classical compact Lie groups

journal contribution
posted on 2023-06-09, 17:13 authored by Antoine Dahlqvist
Combinatorial formulas for the moments of the Brownian motion on classical compact Lie groups are obtained. These expressions are deformations of formulas of B. Collins and P. Sniady for moments of the Haar measure and yield a proof of the First Fundamental Theorem of invariant theory and of classical Schur–Weyl dualities based on stochastic calculus.

History

Publication status

  • Published

Journal

Annales de l'Institut Henri Poincaré, Probabilités et Statistiques

ISSN

0246-0203

Publisher

Institute Henri Poincaré

Issue

4

Volume

53

Page range

1971-1990

Department affiliated with

  • Mathematics Publications

Research groups affiliated with

  • Probability and Statistics Research Group Publications

Full text available

  • No

Peer reviewed?

  • Yes

Legacy Posted Date

2019-03-25

Usage metrics

    University of Sussex (Publications)

    Categories

    No categories selected

    Exports

    RefWorks
    BibTeX
    Ref. manager
    Endnote
    DataCite
    NLM
    DC