Brownian motion on large unitary groups
主 题: Brownian motion on large unitary groups
报告人: Thierry Lévy (巴黎六大)
时 间: 2014-03-24 14:00-15:00
地 点: 理科一号楼1114（概率论系列报告）
Physicists have observed a long time ago that several models involving large unitary matrices undergo phase transitions of higher order with respect to some parameter. I will discuss this phenomenon in the case of the Brownian motion on the unitary group, where it is possible to understand fairly concretely why a phase transition occurs. The main observation is that there is a first time at which the spectrum of the time-evolving unitary matrix fills the unit circle of the complex plane.