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

DOI10.5802/AFST.1580MaRDI QIDQ4556274zbMATH OpenOpenAlexFDO

Authors Cédric Lecouvey, Marc Peigné, Emmanuel Lesigne

Publication date 15 November 2018

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

Copyright license Creative Commons Attribution 4.0 International

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

zbMATH Keywords

central limit theorem for the generalized Pitman transformrandom Littelmann paths

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) Paths and cycles (05C38)

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.

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Cited in

(4)

• Harmonic functions of Brownian motions on metric graphs
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