The affine Lie algebra $\hat{\mathfrak{sl}_2}(\C)$ and a conditioned space-time Brownian motion
Résumé
We construct a sequence of Markov processes on the set of dominant weights of the Affine Lie algebra $\hat{\mathfrak{sl}_2}(\C)$ which involves tensor product of irreducible highest weight modules of $\hat{\mathfrak{sl}_2}(\C)$ and show that it converges towards a Doob's space-time harmonic transformation of a space-time Brownian motion.
Domaines
Probabilités [math.PR]Origine | Fichiers produits par l'(les) auteur(s) |
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