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arXiv · 1306.3082

Conditioned random walks from Kac-Moody root systems

Cédric Lecouvey·Emmanuel Lesigne·Marc Peigné
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Abstract

Random paths are time continuous interpolations of random walks. By using Littelmann path model, we associate to each irreducible highest weight module of a Kac Moody algebra g a random path W. Under suitable hypotheses, we make explicit the probability of the event E: W never exits the Weyl chamber of g. We then give the law of the random walk defined by W conditioned by the event E and proves this law can be recovered by applying to W the generalized Pitmann transform introduced by Biane, Bougerol and O'Connell. This generalizes the main results of [10] and [16] to Kac Moody root systems and arbitrary highest weight modules. Moreover, we use here a completely new approach by exploiting the symmetry of our construction under the action of the Weyl group of g rather than renewal theory and Doob's theorem on Martin kernels.

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Cédric Lecouvey, Emmanuel Lesigne, Marc Peigné. 2013-12-22. Conditioned random walks from Kac-Moody root systems. https://arxiv.org/abs/1306.3082

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