From Pitman's theorem to crystals
Résumé
We describe an extension of Pitman's theorem on Brownian motion and the three dimensional Bessel process to several dimensions. We show how this extension is suggested by considering a random walk on a noncommutative space, and is connected with crystals and Littelmann paths.
Domaines
Probabilités [math.PR]
Origine : Fichiers produits par l'(les) auteur(s)
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