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Register a new userBrownian paths in an alcove and the Littelmann path model
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Authors
Manon Defosseux
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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 which could hopefully lead to a Pitman type theorem for a Brownian motion in an alcove associated to an affine Weyl group.
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Pitmans theorem states that if {Bt, t $ge$ 0} is a one-dimensional Brownian motion, then {Bt -- 2 inf s$le$t Bs, t $ge$ 0} is a three dimensional Bessel process, i.e. a Brownian motion conditioned in Doob sense to remain forever positive. In this paper one gives a similar representation for the Brownian motion in an interval. Due to the double barrier, it is much more involved and only asymptotic. This uses the fact that the interval is an alcove of the Affine Lie algebra A 1 1 .
In their study of the equivariant K-theory of the generalized flag varieties $G/P$, where $G$ is a complex semisimple Lie group, and $P$ is a parabolic subgroup of $G$, Lenart and Postnikov introduced a combinatorial tool, called the alcove paths model. It provides a model for the highest weight crystals with dominant integral highest weights, generalizing the model by semistandard Young tableaux. In this paper, we prove a simple and explicit formula describing the crystal isomorphism between the alcove paths model and the Gelfand-Tsetlin patterns model for type $A$.
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The generalized fractional Brownian motion is a Gaussian self-similar process whose increments are not necessarily stationary. It appears in applications as the scaling limit of a shot noise process with a power law shape function and non-stationary noises with a power-law variance function. In this paper we study sample path properties of the generalized fractional Brownian motion, including Holder continuity, path differentiability/non-differentiability, and functional and local Law of the Iterated Logarithms.
We construct a $K$-rough path above either a space-time or a spatial fractional Brownian motion, in any space dimension $d$. This allows us to provide an interpretation and a unique solution for the corresponding parabolic Anderson model, understood in the renormalized sense. We also consider the case of a spatial fractional noise.
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