Whittaker functions and related stochastic processes
Probability
2012-10-26 v4 Mathematical Physics
math.MP
Representation Theory
Abstract
We review some recent results on connections between Brownian motion, Whittaker functions, random matrices and representation theory.
Cite
@article{arxiv.1201.4849,
title = {Whittaker functions and related stochastic processes},
author = {Neil O'Connell},
journal= {arXiv preprint arXiv:1201.4849},
year = {2012}
}
Comments
v2,v3: minor corrections. v4: revised version, to appear in proceedings of Fall 2010 MSRI semester `Random matrices, interacting particle systems and integrable systems'