Random Walk in an Alcove of an Affine Weyl Group, and Non-Colliding Random Walks on an Interval

We use a reflection argument, introduced by Gessel and Zeilberger, to count the number of k-step walks between two points which stay within a chamber of a Weyl group. We apply this technique to walks in the alcoves of the classical affine Weyl groups. In all cases, we get determinant formulas for the number of k-step walks. One important example is the region m>x_1>x_2>...>x_n>0, which is a rescaled alcove of the affine Weyl group C_n. If each coordinate is considered to be an independent particle, this models n non-colliding random walks on the interval (0,m). Another case models n non-colliding random walks on the circle.Comment: v.2, 22 pages; correction in a definition led to changes in many formulas, also added more background, references, and example

Walks confined in a quadrant are not always D-finite

We consider planar lattice walks that start from a prescribed position, take their steps in a given finite subset of Z^2, and always stay in the quadrant x >= 0, y >= 0. We first give a criterion which guarantees that the length generating function of these walks is D-finite, that is, satisfies a linear differential equation with polynomial coefficients. This criterion applies, among others, to the ordinary square lattice walks. Then, we prove that walks that start from (1,1), take their steps in {(2,-1), (-1,2)} and stay in the first quadrant have a non-D-finite generating function. Our proof relies on a functional equation satisfied by this generating function, and on elementary complex analysis.Comment: To appear in Theoret. Comput. Sci. (special issue devoted to random generation of combinatorial objects and bijective combinatorics

Brownian motion in a truncated Weyl chamber

We examine the non-exit probability of a multidimensional Brownian motion from a growing truncated Weyl chamber. Different regimes are identified according to the growth speed, ranging from polynomial decay over stretched-exponential to exponential decay. Furthermore we derive associated large deviation principles for the empirical measure of the properly rescaled and transformed Brownian motion as the dimension grows to infinity. Our main tool is an explicit eigenvalue expansion for the transition probabilities before exiting the truncated Weyl chamber