32 citations · 53 across the 15 of their papers we have counts for
16 papers
Matsumoto-Yor processes on Jordan algebras
Reda Chhaibi, Manon Defosseux
The process , where is a real Brownian motion, is known as the geometric 2M-X Matsumoto--Yor process. Remarkably, it enjoys the Markov…
A converse to Pitman's theorem for a space-time Brownian motion in a type A_1^1 Weyl chamber
Manon Defosseux, Charlie Herent
We prove an inverse Pitman's theorem for a space-time Brownian motion conditioned in Doob's sense to remain in an affine Weyl chamber. Our theorem provides a way to recover an unco…
Brownian sheet and time inversion -- From -orbit to -orbit
Manon Defosseux
We have proved in a previous paper that a space-time Brownian motion conditioned to remain in a Weyl chamber associated to an affine Kac-Moody Lie algebra is distributed as the rad…
Brownian paths in an alcove and the Littelmann path model
Manon Defosseux
We present some results about connections between Littelmann paths and Brownian paths in the framework of affine Lie algebras. We expect that they will be the first steps on a way…
Brownian motion and affine Kac-Moody algebras
Manon Defosseux
This is a summary (in French) of my work about brownian motion and Kac-Moody algebras during the last seven years, presented towards the Habilitation degree.
Pitman transforms and Brownian motion in the interval viewed as an affine alcove
Philippe Bougerol, Manon Defosseux
Pitman's theorem states that if {Bt, t 0} is a one-dimensional Brownian motion, then {Bt -- 2 inf st Bs, t 0} is a three dimensional Bessel process, i.e. a Brownia…
Kirillov-Frenkel character formula for Loop groups, radial part and Brownian sheet
Manon Defosseux
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 su…
Affine Lie algebras and a conditioned space-time Brownian motion in an affine Weyl chamber
Manon Defosseux
We construct a sequence of Markov processes on the set of dominant weights of an affine Lie algebra considering tensor product of irreducible highest weight modules…
The affine Lie algebra $\hat{\mathfrak{sl}_2}(\C)$ and a conditioned space-time Brownian motion
Manon Defosseux
We construct a sequence of Markov processes on the set of dominant weights of the Affine Lie algebra $\hat{\mathfrak{sl}_2}(\C)$ which involves tensor product of irreducible highes…
Fusion coefficients and random walks in alcoves
Manon Defosseux
We point out a connection between fusion coefficients and random walks in a fixed level alcove associated to the root system of an affine Lie algebra and use this connection to sol…
Interacting particle models and the Pieri-type formulas : the symplectic case with non equal weights
Manon Defosseux
We have introduced recently a particles model with blocking and pushing interactions which is related to a Pieri type formula for the orthogonal group. This model has a symplectic…
An interacting particle model and a Pieri-type formula for the orthogonal group
Manon Defosseux
We introduce a new interacting particles model with blocking and pushing interactions. Particles evolve on the positive line jumping on their own volition rightwards or leftwards a…
Quantum random walks and minors of Hermitian Brownian motion
Francois Chapon, Manon Defosseux
Considering quantum random walks, we construct discrete-time approximations of the eigenvalues processes of minors of Hermitian Brownian motion. It has been recently proved by Adle…
Generalized Laguerre Unitary Ensembles and an interacting particles model with a wall
Manon Defosseux
We introduce and study a new interacting particles model with a wall and two kinds of interactions - blocking and pushing - which maintain particles in a certain order. We show tha…
Orbit measures, random matrix theory and interlaced determinantal processes
Manon Defosseux
A connection between representation of compact groups and some invariant ensembles of Hermitian matrices is described. We focus on two types of invariant ensembles which extend the…
Orbit measures and interlaced determinantal point processes
Manon Defosseux
We study some random interlaced configurations considering the eigenvalues of the main minors of Hermitian random matrices of the classical complex Lie algebras. We claim that thes…