Harmonic functions on multiplicative graphs and inverse Pitman transform on infinite random paths

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Publication:4556274

DOI10.5802/AFST.1580zbMATH Open1400.05262arXiv1409.2334OpenAlexW1845163010MaRDI QIDQ4556274FDOQ4556274


Authors: Cédric Lecouvey, Marc Peigné, Emmanuel Lesigne Edit this on Wikidata


Publication date: 15 November 2018

Published in: Annales de la Faculté des sciences de Toulouse : Mathématiques (Search for Journal in Brave)

Abstract: We introduce and characterize central probability distributions on Littelmann paths. Next we establish a law of large numbers and a central limit theorem for the generalized Pitmann transform. We then study harmonic functions on multiplicative graphs defined from the tensor powers of finite-dimensional Lie algebras representations. Finally, we show there exists an inverse of the generalized Pitman transform defined almost surely on the set of infinite paths remaining in the Weyl chamber and explain how it can be computed.


Full work available at URL: https://arxiv.org/abs/1409.2334




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