Conditioned one-way simple random walk and combinatorial representation theory

zbMATH Open1297.05247arXiv1202.3604MaRDI QIDQ402600FDOQ402600

Authors: Cédric Lecouvey, Emmanuel Lesigne, Marc Peigné 

Publication date: 28 August 2014

Published in: Séminaire Lotharingien de Combinatoire (Search for Journal in Brave)

Abstract: We call one-way simple random walk a random walk in the quadrant Z_+^n whose increments belong to the canonical base. In relation with representation theory of Lie algebras and superalgebras, we describe the law of such a random walk conditioned to stay in a closed octant, a semi-open octant or other types of semi-groups. The combinatorial representation theory of these algebras allows us to describe a generalized Pitman transformation which realizes the conditioning on the set of paths of the walk. We pursue here in a direction initiated by O'Connell and his coauthors [13,14,2], and also developed in [12]. Our work relies on crystal bases theory and insertion schemes on tableaux described by Kashiwara and his coauthors in [1] and, very recently, in [5].

Full work available at URL: https://arxiv.org/abs/1202.3604

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zbMATH Keywords

representation theory of Lie algebrasrepresentation theory of superalgebras

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Sums of independent random variables; random walks (60G50) Symmetric functions and generalizations (05E05) Combinatorial aspects of representation theory (05E10)

Cited In (3)

• Conditioned random walk in Weyl chambers and renewal theory
• Harmonic functions on multiplicative graphs and inverse Pitman transform on infinite random paths
• Conditioned random walks from Kac-Moody root systems

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