Matrix valued Brownian motion and a paper by Polya
Probability
2008-11-11 v1 Number Theory
Representation Theory
Abstract
We give a geometric description of the motion of eigenvalues of a Brownian motion with values in some matrix spaces. In the second part we consider a paper by Polya where he introduced a function close to the Riemann zeta function, which satisfies Riemann hypothesis. We show that each of these two functions can be related to Brownian motion on a symmetric space.
Keywords
Cite
@article{arxiv.0811.1490,
title = {Matrix valued Brownian motion and a paper by Polya},
author = {Philippe Biane},
journal= {arXiv preprint arXiv:0811.1490},
year = {2008}
}