Beta-gamma algebra identities and Lie-theoretic exponential functionals of Brownian motion

DOI10.1214/EJP.V20-3666zbMath1337.60203arXiv1404.7029WikidataQ115240708 ScholiaQ115240708MaRDI QIDQ894168

Reda Chhaibi

Publication date: 27 November 2015

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1404.7029

zbMATH Keywords

Brownian motionLie groupLusztig's canonical basistotal positivityexponential functionalsbraid relationsbeta-gamma algebra identitiesKashiwara crystal basis

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Brownian motion (60J65) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

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