Quantum \(SL_2\), infinite curvature and Pitman's $2M-X$ theorem (Q2663403)

The present paper contains a thorough unifying study of (quantum) random walks appearing earlier in the work of \textit{P. Biane} [Lect. Notes Math. 1874, 61--75 (2006; Zbl 1117.81082)] on the one hand and of \textit{P. Bougerol} and \textit{T. Jeulin} [Probab. Theory Relat. Fields 124, No. 4, 517--543 (2002; Zbl 1020.15024)] on the other. The entry point is given by a study of certain discrete evolutions on the quantised enveloping algebra \(U_q^\hbar (sl_2)\). One should note here the dependence of the basic algebra on two deformation parameters: \(\hbar>0\) and \(q=e^{-r}>0\). The authors carefully analyse the behaviour of these evolutions in terms of taking the limits \(\hbar \longrightarrow 0\), \(r \longrightarrow 0\), \(r \longrightarrow \infty\), each time providing relevant interpretations and describing the motivation behind them. Thus, for example, \(r\) can be understood as a curvature parameter of the symmetric space \(\mathbb{H}^3= SL_2(\mathbb{C})/SU_2\), appearing in the rescaling of the Lie bracket of the appropriate Lie algebra. After describing in detail the underlying structures, the authors compute the limit distributions of their random walks, understood in the noncommutative sense -- so via their moments. To this end, they combine the knowledge of the representation theory of the relevant quantum groups with clever probabilistic arguments. This, in particular, leads to a recovery of the results of Biane, Bougerol and Jellin, and ultimately of the classical theorem of Pitman regarding the Markov property of \(2M-X\), where \(X\) denotes the Brownian motion, and \(M\) its running maximum [\textit{J. W. Pitman}, Adv. Appl. Probab. 7, 511--526 (1975; Zbl 0332.60055)]. The paper is very well written, and the intuitions behind the algebraic manipulations regarding the role played by the deformation parameters and the relevant limits is likely to be useful also beyond the purely probabilistic context.