Penn Arts & Sciences Logo

Probability and Combinatorics

Tuesday, February 7, 2017 - 3:00pm

Fabrice Baudoin

University of Connecticut

Location

Temple University

Wachman Hall 617

We define and study stochastic areas processes associated with Brownian motions on the complex symmetric spaces ℂℙn and ℂℍn. The characteristic functions of those processes are computed and limit theorems are obtained. For ℂℙn the geometry of the Hopf fibration plays a central role, whereas for ℂℍn it is the anti-de Sitter fibration. This is joint work with Jing Wang (UIUC)