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Brownian motion and stochastic areas on complex partial flag manifolds with blocks of equal size

Kuijper, Teije
arXiv (All) · Papers
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differential-geometryprobability
We construct a Brownian motion on complex partial flag manifolds with blocks of equal size as a matrix-valued diffusion from a Brownian motion on the unitary group. This construction leads to an explicit expression for the characteristic function of the joint distribution of the stochastic areas on
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