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A stochastic process is a collection of random variables usually indexed by a totally ordered set.
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Mixing time of unitary Brownian motion
Let $B_t$ be the unitary Brownian motion, i.e. Brownian motion on the unitary group $U(N)$. What is known about the mixing time of $B_t$, that is, how fast does the measure $B_t(\delta_{\{Id\}})$ conv …