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math.PR2008
A continuous semigroup of notions of independence between the classical and the free one
Florent Benaych-Georges, Thierry Lévy
In this paper, we investigate a continuous family of notions of independence which interpolates between the classical and free ones for non-commutative random variables. These noti…
math.PR2008
Two-dimensional Markovian holonomy fields
Thierry Lévy
We define a notion of Markov process indexed by curves drawn on a compact surface and taking its values in a compact Lie group. We call such a process a two-dimensional Markovian h…
math.PR2007
Schur-Weyl duality and the heat kernel measure on the unitary group
Thierry Lévy
We establish a convergent power series expansion for the expectation of a product of traces of powers of a random unitary matrix under the heat kernel measure. These expectations t…