The affine Lie algebra $\hat{\mathfrak{sl}_2}(\C)$ and a conditioned space-time Brownian motion
Manon Defosseux (MAP5)

TL;DR
This paper constructs a sequence of Markov processes based on affine Lie algebra representations and demonstrates their convergence to a conditioned space-time Brownian motion, linking algebraic structures with stochastic processes.
Contribution
It introduces a novel Markov process on affine Lie algebra weights and proves its convergence to a space-time Brownian motion conditioned by harmonic transformation.
Findings
Convergence of Markov processes to conditioned Brownian motion
Connection between affine Lie algebra representations and stochastic processes
New method for constructing space-time Brownian motions
Abstract
We construct a sequence of Markov processes on the set of dominant weights of the Affine Lie algebra which involves tensor product of irreducible highest weight modules of and show that it converges towards a Doob's space-time harmonic transformation of a space-time Brownian motion.
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Taxonomy
TopicsComplex Systems and Time Series Analysis · Stochastic processes and financial applications · Random Matrices and Applications
