Mon, 08 Mar 2004
14:15
14:15
DH 3rd floor SR
Brownian motion in a Weyl chamber
Philippe Biane
(Ecole Normale Superieure)
Abstract
We give a construction of Brownian motion in a Weyl chamber, by a
multidimensional generalisation of Pitman's theorem relating one
dimensional Brownian motion with the three dimensional Bessel
process. There are connections representation theory, especially to
Littelmann path model.