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- W3138559542 abstract "In this paper, we introduce and study a unitary matrix-valued process which is closely related to the Hermitian matrix-Jacobi process. It is precisely defined as the product of a deterministic self-adjoint symmetry and a randomly-rotated one by a unitary Brownian motion. Using stochastic calculus and the action of the symmetric group on tensor powers, we derive an ordinary differential equation for the moments of its fixed-time marginals. Next, we derive an expression of these moments which involves a unitary bridge between our unitary process and another independent unitary Brownian motion. This bridge motivates and allows to write a second direct proof of the obtained moment expression." @default.
- W3138559542 created "2021-03-29" @default.
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- W3138559542 date "2021-03-01" @default.
- W3138559542 modified "2023-10-18" @default.
- W3138559542 title "Schur–Weyl duality and the product of randomly-rotated symmetries by a unitary Brownian motion" @default.
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- W3138559542 doi "https://doi.org/10.1142/s0219025721500028" @default.
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