Related papers: Brownian paths in an alcove and the Littelmann pat…
We study some path transformations related to Littelmann path model and their applications to representation theory and Brownian motion in a Weyl chamber.
Pitman's theorem states that if {Bt, t $\ge$ 0} is a one-dimensional Brownian motion, then {Bt -- 2 inf s$\le$t Bs, t $\ge$ 0} is a three dimensional Bessel process, i.e. a Brownian motion conditioned in Doob sense to remain forever…
We point out a connection between fusion coefficients and random walks in a fixed level alcove associated to the root system of an affine Lie algebra and use this connection to solve completely the Dirichlet problem on such an alcove for a…
The Littelmann path moel gives a realization of the crystals of integrable representations of symmetrizable Kac-Moody Lie algebras. Recent work of Gaussent-Littelmann and others has demonstrated a connection between this model and the…
We introduce the combinatorial model of $J$-folded alcove paths in an affine Weyl group and construct representations of affine Hecke algebras using this model. We study boundedness of these representations, and we state conjectures linking…
We prove an inverse Pitman's theorem for a space-time Brownian motion conditioned in Doob's sense to remain in an affine Weyl chamber. Our theorem provides a way to recover an unconditioned space-time Brownian motion from a conditioned one…
We construct a sequence of Markov processes on the set of dominant weights of an affine Lie algebra $\mathfrak{g}$ considering tensor product of irreducible highest weight modules of $\mathfrak{g}$ and specializations of the characters…
A synthetic study of Pitman's and L\'evy's theorems for one-dimensional Brownian bridges with arbitrary endpoints is provided.
We obtain a formula for the distribution of the first exit time of Brownian motion from the alcove of an affine Weyl group. In most cases the formula is expressed compactly, in terms of Pfaffians. Expected exit times are derived in the type…
For a complex simple Lie algebra, the dimension $K_{\lambda\mu}$ of the $\mu$ weight space of a finite dimensional representation of highest weight $\lambda$ is the same as the number of Littelmann paths of type $\lambda$ and weight $\mu$.…
We consider the coadjoint action of a Loop group of a compact group on the dual of the corresponding centrally extended Loop algebra and prove that a Brownian motion in a Cartan subalgebra conditioned to remain in an affine Weyl chamber -…
This paper makes precise the close connection between the affine Hecke algebra, the path model, and the theory of crystals. Section 2 is a basic pictorial exposition of Weyl groups and affine Weyl groups and Section 5 is an exposition of…
Using Ram's theory of alcove walks, we give a proof of the Bernstein presentation of the affine Hecke algebra. The method works also in the case of unequal parameters. We also discuss how these results help in studying sheaves of nearby…
We construct a path model for geometric crystals in the sense of Berenstein and Kazhdan. Our model is in every way similar to Littelmann's and tropicalizes to his path model. This paper lays the foundational material for a subsequent work…
In this paper we study a random walk on an affine building of type $\tilde{A}_r$, whose radial part, when suitably normalized, converges to the Brownian motion of the Weyl chamber. This gives a new discrete approximation of this process,…
We formulate a conjecture for the local parts of Weyl group multiple Dirichlet series attached to root systems of type D. Our conjecture is analogous to the description of the local parts of type A series given by Brubaker, Bump, Friedberg,…
When the theory of Leavitt path algebras was already quite advanced, it was discovered that some of the more difficult questions were susceptible to a new approach using topological groupoids. The main result that makes this possible is…
We revise the Levy's construction of Brownian motion as a simple though still rigorous approach to operate with various Gaussian processes. A Brownian path is explicitly constructed as a linear combination of wavelet-based "geometrical…
We define a L\'evy process on a smooth manifold $M$ with a connection as a projection of a solution of a Marcus stochastic differential equation on a holonomy bundle of $M$, driven by a holonomy-invariant L\'evy process on a Euclidean…
For a certain class of simple integrable modules of level zero over a quantised affine algebra, we establish the existence of a pseudo-crystal basis and show that such a basis admits a combinatorial realisation in the framework of the path…