比利时vs摩洛哥足彩
,
university of california san diego
****************************
math 295 - mathematics colloquium
herbert heyer
university of tübingen
radial random walks on matrix cones
abstract:
\indent the present lecture is devoted to recent developments on random walks with spherical symmetry, a topic which was opened to research by j.f.c. kingman in 1963, and which has developed wide-ranging applications through the work of w. hazod, m. rösler, and m. voit. the analytic method to be described in the talk concerns generalized convolutions of measures on hypergroups, in particular on the self-dual commutative hypergroup of positive semidefinite (hermitian) matrices. these hypergroups are defined via bessel functions of higher rank. a typical application of the hypergroup setting is the study of bessel random walks on matrix cones and their convergence to wishart distributions.
november 18, 2010
3:00 pm
ap&m 6402
****************************