A path-transformation for random walks and the Robinson-Schensted correspondence

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A Path-transformation for Random Walks and the Robinson-schensted Correspondence

The author and Marc Yor recently introduced a path-transformation G(k) with the property that, for X belonging to a certain class of random walks on Z+, the transformed walk G(k)(X) has the same law as the original walk conditioned never to exit the Weyl chamber {x : x1 ≤ · · · ≤ xk}. In this paper, we show that G(k) is closely related to the Robinson-Schensted algorithm, and use this connectio...

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ژورنال

عنوان ژورنال: Transactions of the American Mathematical Society

سال: 2003

ISSN: 0002-9947

DOI: 10.1090/s0002-9947-03-03226-4