An estimation problem in compact Lie groups (Q1105542)
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English | An estimation problem in compact Lie groups |
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An estimation problem in compact Lie groups (English)
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1988
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Let G be a compact, connected, simply connected semisimple Lie group. The author considers the G-valued Brownian motion \((Y_ t)\) with initial values supported on the exponential image of a fundamental domain \(\Delta\) w.r.t. the affine Weyl group (acting on a Cartan subalgebra). Let \(t_ 0>0\) be fixed and \(Z=f(Y_{t_ 0})\) a measurement, where the function \(f: G\to {\mathbb{R}}^ k\) with \(k=Rank\) G is constant on conjugacy classes and essentially yields diffeomorphisms when restricted to a finite partition of \(\Delta\). Under these hypotheses an explicit expression for the conditional probability of the initial value for known Z is given in terms of the root lattice and the Weyl group.
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estimation problem
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compact, connected, simply connected semisimple Lie group
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Brownian motion
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Weyl group
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