Výsledky vyhledávání - "Manon Defosseux"

Pitman transforms and Brownian motion in the interval viewed as an affine alcove

Autor: Philippe BOUGEROL, Manon DEFOSSEUX

Pitman's theorem states that if {Bt, t ≥ 0} is a one-dimensional Brownian motion, then {Bt − 2 inf s≤t Bs, t ≥ 0} is a three dimensional Bessel process, i.e. a Brownian motion conditioned in Doob sense to remain forever positive. In this pape

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d425c51b3a5a676a447c47a4b287d136
https://hal.archives-ouvertes.fr/hal-01861862v4/document

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Kirillov–Frenkel character formula for loop groups, radial part and Brownian sheet

Autor: Manon Defosseux

Publikováno v: Ann. Probab. 47, no. 2 (2019), 1036-1055

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 b

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b81c6724bfdf6c3984e893567c2fc48d
https://doi.org/10.1214/18-aop1278

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Affine Lie algebras and conditioned space-time Brownian motions in affine Weyl chambers

Autor: Manon Defosseux

Publikováno v: Probability Theory and Related Fields
Probability Theory and Related Fields, Springer Verlag, 2016, 165, pp.649-665. ⟨10.1007/s00440-015-0642-8⟩
Probability Theory and Related Fields, Springer Verlag, 2016, 165, pp.649-665. 〈10.1007/s00440-015-0642-8〉

We construct a sequence of Markov processes on the set of dominant weights of an affine Lie algebra $\mathfrak{g}$ considering tensor product of irreducible highest weight modules of $\mathfrak{g}$ and specializations of the characters involving the

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d5dc2f9c7931601124b2cfd6ffe23605
https://doi.org/10.1007/s00440-015-0642-8

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Fusion coefficients and random walks in alcoves

Autor: Manon Defosseux

Publikováno v: Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques
Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, Institut Henri Poincaré (IHP), 2014
Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, Institute Henri Poincaré, 2014
Ann. Inst. H. Poincaré Probab. Statist. 52, no. 4 (2016), 1515-1534

In the context of fusion coefficients we construct Markovian processes with values in a fixed level alcove associated to the root system of an affine Lie algebra. In this context we show that for a large class of simple random walks, the discretized

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Interacting particle models and the Pieri-type formulas : the symplectic case with non equal weights

Autor: Manon Defosseux

Publikováno v: Electronic Communications in Probability
Electronic Communications in Probability, Institute of Mathematical Statistics (IMS), 2012
Electron. Commun. Probab.

This paper studies a particle model connected to a Pieri-type formula for the symplectic compact group. Particles evolve independently apart from a blocking and pushing interaction such that they remain in the set of symplectic Gelfand-Tsetlin patter

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Generalized Laguerre Unitary Ensembles and an interacting particles model with a wall

Autor: Manon Defosseux

Publikováno v: Electronic Communications in Probability
Electronic Communications in Probability, Institute of Mathematical Statistics (IMS), 2011, 16, p 59-69. ⟨10.2014/ECP.v16-1602⟩
Electronic Communications in Probability, Institute of Mathematical Statistics (IMS), 2011, 16, p 59-69. 〈10.2014/ECP.v16-1602〉
Electron. Commun. Probab. 16 (2011), 59-69

We introduce and study a new interacting particles model with a wall and two kinds of interactions - blocking and pushing - which maintain particles in a certain order. We show that it involves a random matrix model.
Comment: 9

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a05bd3de6b39df21470fe38070ae3a11
https://hal.archives-ouvertes.fr/hal-00489183/document

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An interacting particle model and a Pieri-type formula for the orthogonal group

Autor: Manon Defosseux

Publikováno v: Journal of Theoretical Probability
Journal of Theoretical Probability, Springer, 2012, pp.P 1-21. ⟨10.1007/s10959-012-0407-6⟩
Journal of Theoretical Probability, Sprnger, 2012, pp.P 1-21. 〈10.1007/s10959-012-0407-6〉

We introduce a new interacting particles model with blocking and pushing interactions. Particles evolve on the positive line jumping on their own volition rightwards or leftwards according to geometric jumps with parameter q. We show that the model i

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4a168397473cc462c4340c76b7796a6d
http://arxiv.org/abs/1012.0117

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Orbit measures, random matrix theory and interlaced determinantal processes

Autor: Manon Defosseux

Publikováno v: Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques
Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, Institut Henri Poincaré (IHP), 2010, 46 (1), pp.209-249. ⟨10.1214/09-AIHP314⟩
Ann. Inst. H. Poincaré Probab. Statist. 46, no. 1 (2010), 209-249
Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, 2010, 46 (1), pp.209-249. ⟨10.1214/09-AIHP314⟩

Nous decrivons les liens unissant les representations de groupes compacts et certains ensembles invariants de matrices aleatoires. Cet article porte plus particulierement sur deux types d’ensembles invariants qui generalisent les ensembles gaussien

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http://arxiv.org/abs/0810.1011

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Orbit measures and interlaced determinantal point processes

Autor: Manon Defosseux

Publikováno v: Comptes Rendus. Mathématique
Comptes Rendus. Mathématique, 2008, 346 (13-14), pp.783-788
Comptes Rendus. Mathématique, Académie des sciences (Paris), 2008, 346 (13-14), pp.783-788

We study random interlaced configurations on N×R considering the eigenvalues of the main minors of Hermitian random matrices of the classical complex Lie algebras. We show that these random configurations are determinantal and give their correlation

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::62d5fe49afa6c1ae1a25b39a555c0f4b
http://arxiv.org/abs/0802.4183

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