Conditioned One-Way Simple Random Walk and Combinatorial Representation Theory
Séminaire lotharingien de combinatoire, Tome 70 (2013-2014)
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A one-way simple random walk is a random walk in the quadrant Z+n whose increments are elements of the canonical base. In relation with representation theory of Lie algebras and superalgebras, we describe the law of such a random walk conditioned to stay in a closed octant, a semi-open octant, or other types of semi-groups. The combinatorial representation theory of these algebras allows us to describe a generalized Pitman transformation which realizes the conditioning on the set of paths of the walk. We pursue here a direction initiated by O'Connell and his coauthors, and also developed by the authors.