Affine Lie algebras and conditioned space-time Brownian motions in affine Weyl chambers

DOI10.1007/S00440-015-0642-8MaRDI QIDQ737314zbMATH OpenOpenAlexFDO

Authors Manon Defosseux

Publication date 10 August 2016

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

Full work available at URL https://arxiv.org/abs/1410.7229

Mathematics Subject Classification ID

Brownian motion (60J65) Kac-Moody (super)algebras; extended affine Lie algebras; toroidal Lie algebras (17B67) Initial-boundary value problems for second-order parabolic equations (35K20) Moving boundary problems for PDEs (35R37)

Abstract: We construct a sequence of Markov processes on the set of dominant weights of an affine Lie algebra $mathfrakg$ considering tensor product of irreducible highest weight modules of $mathfrakg$ and specializations of the characters involving the Weyl vector $ho$. We show that it converges towards a space-time Brownian motion with a drift, conditioned to remain in a Weyl chamber associated to the root system of $mathfrakg$.

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• Affine Lie algebras and conditioned space-time Brownian motions in affine Weyl chambers
• Conditioned random walks from Kac-Moody root systems

Cited in

(10)

• Harmonic functions for singular quadrant walks
• Exit problems associated with affine reflection groups
• Brownian motion and affine Lie algebras
• Affine Lie algebras and conditioned space-time Brownian motions in affine Weyl chambers
• Reflected Brownian motion in a wedge: sum-of-exponential absorption probability at the vertex and differential properties
• Integration by parts formula for killed processes: a point of view from approximation theory
• Fusion coefficients and random walks in alcoves
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• Kirillov-Frenkel character formula for loop groups, radial part and Brownian sheet

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