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arXiv · 0811.1490

Matrix valued Brownian motion and a paper by Polya

Philippe Biane
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Abstract

We give a geometric description of the motion of eigenvalues of a Brownian motion with values in some matrix spaces. In the second part we consider a paper by Polya where he introduced a function close to the Riemann zeta function, which satisfies Riemann hypothesis. We show that each of these two functions can be related to Brownian motion on a symmetric space.

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Philippe Biane. 2008-11-10. Matrix valued Brownian motion and a paper by Polya. https://arxiv.org/abs/0811.1490

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