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    Article

    Quaternionic Brownian Windings

    We define and study the three-dimensional windings along Brownian paths in the quaternionic Euclidean, projective and hyperbolic spaces. In particular, the asymptotic laws of these windings are shown to be Gau...

    Fabrice Baudoin, Nizar Demni, **g Wang in Journal of Theoretical Probability (2021)

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    Article

    Moments of the Hermitian Matrix Jacobi Process

    In this paper, we compute the expectation of traces of powers of the Hermitian matrix Jacobi process for a large enough but fixed size. To proceed, we first derive the semi-group density of its eigenvalues pro...

    Luc Deleaval, Nizar Demni in Journal of Theoretical Probability (2018)