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

Abstract : We construct a sequence of Markov processes on the set of dominant weights of an affine Lie algebra g considering tensor product of irreducible highest weight modules of g and specializations of the characters involving the Weyl vector ρ. 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 g. This extends in particular the results of [2] to any affine Lie algebras, in the case with a drift.
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Probability Theory and Related Fields, Springer Verlag, 2016, 165, pp.649 - 665. <10.1007/s00440-015-0642-8>
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Contributeur : Manon Defosseux <>
Soumis le : mardi 8 novembre 2016 - 10:47:23
Dernière modification le : mercredi 16 novembre 2016 - 01:05:23
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Manon Defosseux. Affine Lie algebras and conditioned space-time Brownian motions in affine Weyl chambers. Probability Theory and Related Fields, Springer Verlag, 2016, 165, pp.649 - 665. <10.1007/s00440-015-0642-8>. <hal-01393762>

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