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UID:0-812@lptms.universite-paris-saclay.fr
DTSTART;TZID=Europe/Paris:20220412T110000
DTEND;TZID=Europe/Paris:20220412T120000
DTSTAMP:20220402T175419Z
URL:http://www.lptms.universite-paris-saclay.fr/seminars/seminaire-du-lptm
 s-christophe-texier-lptms/
SUMMARY:Séminaire du LPTMS : Christophe Texier  (LPTMS) - Salle des sémin
 aires du FAST et du LPTMS\, bâtiment Pascal n°530 - 12 Avr 22 11:00
DESCRIPTION:Exponential functional of the matrix Brownian motion: matrix Du
 fresne identity and Wigner-Smith time delay matrix\nChristophe Texier  (L
 PTMS)\n\nHybrid seminar: onsite + zoom.\nZoom link: https://cnrs.zoom.us/j
 /91529089336?pwd=SlZYYnRNYjJBNjFHMVZ6YlA3WWl5dz09\nMeeting ID: 915 2908 93
 36\nPasscode: msUnp7\n\nExponential functionals of the Brownian motion app
 ear in many different contexts (classical diffusion in random media\, quan
 tum 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 c
 onducting 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 matr
 ix BM.\nThe Dufresne identity is an interesting identity in law for expone
 ntial functionals of the BM\, providing the distribution of a perpetuity i
 n risk theory. Its matrix generalization can be related to the distributio
 n of the Wigner-Smith matrix for a semi-infinite disordered multichannel w
 ire.\n\nReference:\nAurélien Grabsch &amp\; Christophe Texier\, Wigner-Sm
 ith matrix\, exponential functional of the matrix Brownian motion and matr
 ix Dufresne identity\, J. Phys. A: Math. Theor. 53\, 425003 (2020)\n\n&nbs
 p\;\n\n\n
CATEGORIES:seminars
LOCATION:Salle des séminaires du FAST et du LPTMS\, bâtiment Pascal n°53
 0\, rue André Riviere\, Orsay\, 91405\, France
X-APPLE-STRUCTURED-LOCATION;VALUE=URI;X-ADDRESS=rue André Riviere\, Orsay\
 , 91405\, France;X-APPLE-RADIUS=100;X-TITLE=Salle des séminaires du FAST 
 et du LPTMS\, bâtiment Pascal n°530:geo:0,0
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TZID:Europe/Paris
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DTSTART:20220327T030000
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