Chapitre D'ouvrage Année : 2009

From Pitman's theorem to crystals

Résumé

We describe an extension of Pitman's theorem on Brownian motion and the three dimensional Bessel process to several dimensions. We show how this extension is suggested by considering a random walk on a noncommutative space, and is connected with crystals and Littelmann paths.

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hal-00846322 , version 1 (18-07-2013)

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  • HAL Id : hal-00846322 , version 1

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Philippe Biane. From Pitman's theorem to crystals. J.-P. Bourguignon, M. Kotani, Y. Maeda, N. Tose. Noncommutativity and Singularities, 55, Mathematical Society of Japan, Kinokuniya, pp.1-13, 2009, Advanced Studies in Pure Mathematics. ⟨hal-00846322⟩
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