Translator Disclaimer
March 2019 Kirillov–Frenkel character formula for loop groups, radial part and Brownian sheet
Manon Defosseux
Ann. Probab. 47(2): 1036-1055 (March 2019). DOI: 10.1214/18-AOP1278

Abstract

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.

Citation

Download Citation

Manon Defosseux. "Kirillov–Frenkel character formula for loop groups, radial part and Brownian sheet." Ann. Probab. 47 (2) 1036 - 1055, March 2019. https://doi.org/10.1214/18-AOP1278

Information

Received: 1 March 2017; Revised: 1 April 2018; Published: March 2019
First available in Project Euclid: 26 February 2019

zbMATH: 07053563
MathSciNet: MR3916941
Digital Object Identifier: 10.1214/18-AOP1278

Subjects:
Primary: 17B67, 60J65

Rights: Copyright © 2019 Institute of Mathematical Statistics

JOURNAL ARTICLE
20 PAGES

This article is only available to subscribers.
It is not available for individual sale.
+ SAVE TO MY LIBRARY

SHARE
Vol.47 • No. 2 • March 2019
Back to Top