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Article Dans Une Revue Annals of Probability Année : 2019

Kirillov-Frenkel character formula for Loop groups, radial part and Brownian sheet

Manon Defosseux
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Résumé

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 - which can be seen as a space time conditioned Brownian motion - is distributed as the radial part process of a Brownian sheet on the underlying Lie algebra.
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Dates et versions

hal-01284683 , version 1 (07-03-2016)

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  • HAL Id : hal-01284683 , version 1

Citer

Manon Defosseux. Kirillov-Frenkel character formula for Loop groups, radial part and Brownian sheet. Annals of Probability, 2019, 47 (2), pp.1036-1055. ⟨hal-01284683⟩
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