89 citations · 140 across the 3 of their papers we have counts for
4 papers
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…
The Matsumoto and Yor process and infinite dimensional hyperbolic space
Philippe Bougerol
The Matsumoto\,--Yor process is , where is a Brownian motion. It is shown that it is the limit of the radial part of the Brownian motion a…
Continuous crystals and Duistermaat-Heckman measure for Coxeter groups
Philippe Biane, Philippe Bougerol, Neil O'Connell
We introduce a notion of continuous crystal analogous, for general Coxeter groups, to the combinatorial crystals introduced by Kashiwara in representation theory of Lie algebras. W…
Littelmann paths and brownian paths
Philippe Biane, Philippe Bougerol, Neil O'Connell
We study some path transformations related to Littelmann path model and their applications to representation theory and Brownian motion in a Weyl chamber.