Integration formulas for Brownian motion on classical compact Lie groups

Abstract

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. Śniady for moments of the Haar measure and yield a proof of the First Fundamental Theorem of Invariant and of classical Schur-Weyl dualities based on stochastic calculus.

4 Figures and Tables

Cite this paper

@inproceedings{Dahlqvist2016IntegrationFF, title={Integration formulas for Brownian motion on classical compact Lie groups}, author={Antoine Dahlqvist}, year={2016} }