Quantum SL₂, infinite curvature and Pitman's 2M-X theorem

DOI10.1007/S00440-020-01002-8MaRDI QIDQ2663403zbMATH OpenOpenAlexFDO

Publication date 16 April 2021

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1904.00894

curvature in (quantum) probability deformation of Lie algebras orbit method Pitman's theorem quantum enveloping algebra quantum random walk

Mathematics Subject Classification ID

Noncommutative probability and statistics (46L53) Quantizations, deformations for selfadjoint operator algebras (46L65) Geometry of quantum groups (58B32) Probability theory on algebraic and topological structures (60B99)

Abstract: The classical theorem by Pitman states that a Brownian motion minus twice its running infimum enjoys the Markov property. On the one hand, Biane understood that Pitman's theorem is intimately related to the representation theory of the quantum group

m a t h c a l U_{q} l e f t (m a t h f r a k {s l}_{2} i g h t)

, in the so-called crystal regime

q i g h t a r r o w 0

. On the other hand, Bougerol and Jeulin showed the appearance of exactly the same Pitman transform in the infinite curvature limit

r i g h t a r r o w i n f t y

of a Brownian motion on the hyperbolic space

m a t h b b H^{3} = S L_{2} (m a t h b b C) / S U_{2}

. This paper aims at understanding this phenomenon by giving a unifying point of view. In order to do so, we exhibit a presentation

m a t h c a l U_{q}^{h} b a r l e f t (m a t h f r a k {s l}_{2} i g h t)

of the Jimbo-Drinfeld quantum group which isolates the role of curvature

r

and that of the Planck constant

h b a r

. The simple relationship between parameters is

q = e^{- r}

. The semi-classical limits

h b a r i g h t a r r o w 0

are the Poisson-Lie groups dual to

S L_{2} (m a t h b b C)

with varying curvatures

r i n m a t h b b R_{+}

. We also construct classical and quantum random walks, drawing a full picture which includes Biane's quantum walks and the construction of Bougerol-Jeulin. Taking the curvature parameter

r

to infinity leads indeed to the crystal regime at the level of representation theory (

h b a r > 0

) and to the Bougerol-Jeulin construction in the classical world (

h b a r = 0

). All these results are neatly in accordance with the philosophy of Kirillov's orbit method.

Review text

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.

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