Year: 2019
Type: conference-paper
Abstract: <!-- *** Custom HTML *** --> We describe an extension of Pitman's theorem on Brownian motion and the three dimensional Bessel process to several dimensions. We show how this extension is suggested by considering a random walk on a noncommutative space, and is connected with crystals and Littelmann paths.
Author: Philippe Biane
Institution: Laboratoire d'Informatique Gaspard-Monge
Language: English
Subfield: Mathematical Physics
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W2731174115