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.

- All seminars.
- Seminars for 2015

Last updated: 25 Jan 2023