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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.
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 pap
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 mod
This paper is concerned with transition paths within the framework of the overdamped Langevin dynamics model of chemical reactions. We aim to give an efficient description of typical transition paths in the small temperature regime. We adopt a variat
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
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