Journée-séminaire de combinatoire

(équipe CALIN du LIPN, université Paris-Nord, Villetaneuse)

Le 18 décembre 2018 à 14h00 en B107, Sandro Franceschi nous parlera de : Mouvement brownien réfléchi dans des cônes : distribution stationnaire et algébricité de sa transformée de Laplace

Résumé : In the 1970s, William Tutte developed a clever algebraic approach, based on certain “invariants”, to solve a functional equation that arises in the enumeration of properly colored triangulations. The Laplace transform of the stationary distribution of semimartingale reflected Brownian motion (SRBM) in wedges satisfies similar equations. To be applicable, the method requires the existence of two functions called invariant and decoupling function, respectively. While all models have invariants, we prove that the existence of a decoupling function is equivalent to a simple geometric condition on the angles. For the models that have in addition a decoupling function, we obtain integral-free expressions of the Laplace transform in terms of the invariants. As a consequence, we obtain new derivations of the Laplace transform in several well-known cases, as the skew symmetric SRBM, orthogonal reflections, or the Dieker-Moriarty result characterizing sum-of-exponential densities. Cet exposé est issu d’un travail en cours en collaboration avec Mireille Bousquet-Mélou, Charlotte Hardouin, Andrew Elvey Price et Kilian Raschel


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