KIRILLOV-FRENKEL CHARACTER FORMULA FOR LOOP GROUPS, RADIAL PART AND BROWNIAN SHEET

成果类型:
Article
署名作者:
Defosseux, Manon
署名单位:
Universite Paris Cite
刊物名称:
ANNALS OF PROBABILITY
ISSN/ISSBN:
0091-1798
DOI:
10.1214/18-AOP1278
发表日期:
2019
页码:
1036-1055
关键词:
quasi-invariance motion
摘要:
We consider the coadjoint action of a Loop group of a compact group on the dual of the corresponding centrally extended Loop algebra and prove that a Brownian motion in a Cartan subalgebra conditioned to remain in an affine Weyl chamber-which can be seen as a space time conditioned Brownian motion-is distributed as the radial part process of a Brownian sheet on the underlying Lie algebra.