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Infinitesimal generators of stochastic processes
What's the $L^1$ analogue of Stone's theorem saying that any strongly continuous 1-parameter unitary groups has a unique self-adjoint generator?
More precisely: let $X$ be a measure space ($\sigma$-...
4
votes
1
answer
346
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Mehta integral and orthogonality
The Mehta integral is the following expression:
$$\frac{1}{(2\pi)^{n/2}}\int_{-\infty}^{\infty} \cdots \int_{-\infty}^{\infty} \prod_{i=1}^n e^{-t_i^2/2}
\prod_{1 \le i < j \le n} |t_i - t_j |^{2 \...