Wednesday, May 25, 2022 - 09:00 in ZOOM - Video Conference
Exponential functional of the matrix Brownian motion, Dufresne identity and quantum scattering
A talk in the Seminar Zufallsmatrizen series by
Aurelien Grabsch from LPTMC, Sorbonne Université
| Abstract: |
Exponential functionals of the Brownian motion appear in many different contexts
(classical diffusion in random media, quantum scattering, finance,...).
I will discuss a recent generalization to the case of matrix Brownian motion. This
problem has a natural motivation within the study of quantum scattering on a
disordered wire with several conducting channels. I will show that the Wigner-Smith
time delay matrix, a fundamental matrix in quantum scattering encoding several
characteristic time scales, can be represented as an exponential functional of the
matrix BM. I will discuss the relation between this problem of quantum physics and the
Dufresne identity, which gives the stationary distribution of such exponential
functionals of the BM.
Please contact Anas Rahman (anas.rahman@live.com.au) for details regarding access.
Within the CRC this talk is associated to the project(s): C6 |
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