Weyl discovered a decomposition of the invariant probability measure on a connected compact Lie group, according to elements of a maximal torus and their conjugacy classes. In the case of the unitary group, it allowed Diaconis and Shahshahani to access the distribution of the eigenvalues of a random unitary matrix. We explore these ideas in the lecture.

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- Seminars for 2015

Last updated: 29 Feb 2024