2016/03/07 by Manon Defosseux, Defosseux, Manon
Mathematics · #Advanced Combinatorial Mathematics #Advanced Topics in Algebra #Algebraic structures and combinatorial models #FOS: Mathematics #Probability (math.PR) #math.PR
paper · pdf · doi:10.48550/arxiv.1603.02316
18 pages, 1 figure
arxiv created 2016/03/07 · openalex publication_date 2016/03/07 · arxiv updated 2016/03/09 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
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.