Affine Lie algebras and conditioned space-time Brownian motions in affine Weyl chambers
Résumé
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.
Domaines
Probabilités [math.PR]
Fichier principal
AffineGeneralv5.pdf (372.8 Ko)
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AWC-gray-little.pdf (12.61 Ko)
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| Origine | Fichiers produits par l'(les) auteur(s) |
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| Origine | Fichiers produits par l'(les) auteur(s) |
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