26–30 juin 2023
IMT
Fuseau horaire Europe/Paris

Pitman's theorem and the quantum group SL2 in infinite curvature

29 juin 2023, 09:30
1h
salle Huron (1R1 - 106) (IMT)

salle Huron (1R1 - 106)

IMT

Orateur

François Chapon

Description

Pitman's theorem states that a Brownian motion minus twice its current minimum is a Markov process. We will consider two a priori distinct approaches to this theorem: Biane's approach, using a non-commutative walk on the quantum group SL2 in the crystal regime "q=0", and Bougerol-Jeulin's approach, using Brownian motion on the hyperbolic space with infinite curvature. A unified version of these two approaches will be given via a presentation of the quantum group isolating a curvature parameter and the Planck's constant. Work in collaboration with R. Chhaibi.

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