過去の記録 ~10/05次回の予定今後の予定 10/06~

開催情報 火曜日 16:30~18:00 数理科学研究科棟(駒場) 126号室
担当者 小林俊行


17:30-19:00   数理科学研究科棟(駒場) 126号室
Nizar Demni 氏 (Université de Rennes 1)
Dunkl processes assciated with dihedral systems, I (ENGLISH)
[ 講演概要 ]
I'll first give a brief and needed account on root systems and finite reflection groups. Then, I'll introduce Dunkl operators and give some properties. Once I'll do, I'll introduce Dunkl processes and their continuous components, so-called radial Dunkl processes. The latter generalize eigenvalues processes of some matrix-valued processes and reduces to reflected Brownian motion in Weyl chambers. Besides, Brownian motion in Weyl chambers corresponds to all multiplicity values equal one are constructed from a Brownian motion killed when it first hits the boundary of the Weyl chamber using the unique positive harmonic function (up to a constant) on the Weyl chamber. In the analytic side, determinantal formulas appear and are related to harmonic analysis on the Gelfand pair (Gl(n,C), U(n)). This is in agreement on the one side with the so-called reflection principle in stochastic processes theory and matches on the other side the so-called shift principle introduced by E. Opdam. Finally, I'll discuss the spectacular result of Biane-Bougerol-O'connell yielding to a Duistermaat-Heckman distribution for non crystallographic systems.