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VOL. 55 | 2009 From Pitman's theorem to crystals
Philippe Biane

Editor(s) Jean-Pierre Bourguignon, Motoko Kotani, Yoshiaki Maeda, Nobuyuki Tose

Abstract

We describe an extension of Pitman's theorem on Brownian motion and the three dimensional Bessel process to several dimensions. We show how this extension is suggested by considering a random walk on a noncommutative space, and is connected with crystals and Littelmann paths.

Information

Published: 1 January 2009
First available in Project Euclid: 28 November 2018

zbMATH: 1190.46051
MathSciNet: MR2463487

Digital Object Identifier: 10.2969/aspm/05510001

Subjects:
Primary: 46L54
Secondary: 60G15, 94A17

Rights: Copyright © 2009 Mathematical Society of Japan

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