6 papers
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…
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…