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
