Eigenvalues of fractional Brownian matrix process

Series
Stochastics Seminar
Time
Tuesday, September 26, 2023 - 3:30pm for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Victor PĂ©rez-Abreu – CIMAT
Organizer
Cheng Mao

This talk will present an overview of the behavior of the eigenvalues of the fractional Brownian matrix motion and other related matrix processes. We will do so by emphasizing the dynamics of the eigenvalues processes, the non-colliding property, the limit of the associated empirical process, as well as the free Brownian motion and the non commutative fractional Brownian motion.