Brownian Motion in a Weyl Chamber, Non-Colliding Particles, and Random Matrices

Let $n$ particles move in standard Brownian motion in one dimension, with the process terminating if two particles collide. This is a specific case of Brownian motion constrained to stay inside a Weyl chamber; the Weyl group for this chamber is $A_{n-1}$, the symmetric group. For any starting positions, we compute a determinant formula for the density function for the particles to be at specified positions at time $t$ without having collided by time $t$. We show that the probability that there will be no collision up to time $t$ is asymptotic to a constant multiple of $t^{-n(n-1)/4}$ as $t$ goes to infinity, and compute the constant as a polynomial of the starting positions. We have analogous results for the other classical Weyl groups; for example, the hyperoctahedral group $B_n$ gives a model of $n$ independent particles with a wall at $x=0$. We can define Brownian motion on a Lie algebra, viewing it as a vector space; the eigenvalues of a point in the Lie algebra correspond to a point in the Weyl chamber, giving a Brownian motion conditioned never to exit the chamber. If there are $m$ roots in $n$ dimensions, this shows that the radial part of the conditioned process is the same as the $n+2m$-dimensional Bessel process. The conditioned process also gives physical models, generalizing Dyson's model for $A_{n-1}$ corresponding to ${\mathfrak s}{\mathfrak u}_n$ of $n$ particles moving in a diffusion with a repelling force between two particles proportional to the inverse of the distance between them

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

Continued Fractions and Unique Additive Partitions

A partition of the positive integers into sets A and B avoids a set S ⊂ N if no two distinct elements in the same part have a sum in S. If the partition is unique, S is uniquely avoidable. For any irrational α > 1, Chow and Long constructed a partition which avoids the numerators of all convergents of the continued fraction for α, and conjectured that the set S α which this partition avoids is uniquely avoidable. We prove that the set of numerators of convergents is uniquely avoidable if and only if the continued fraction for α has infinitely many partial quotients equal to 1. We also construct the set S α and show that it is always uniquely avoidable.Peer Reviewedhttp://deepblue.lib.umich.edu/bitstream/2027.42/47656/1/11139_2004_Article_200319.pd

Response Time is More Important than Walking Speed for the Ability of Older Adults to Avoid a Fall after a Trip

We previously reported that the probability of an older adult recovering from a forward trip and using a “lowering” strategy increases with decreased walking velocity and faster response time. To determine the within-subject interaction of these variables we asked three questions: (1) Is the body orientation at the time that the recovery foot is lowered to the ground (“tilt angle”) critical for successful recovery? (2) Can a simple inverted pendulum model, using subject-specific walking velocity and response time as input variables, predict this body orientation, and thus success of recovery? (3) Is slower walking velocity or faster response time more effective in preventing a fall after a trip? Tilt angle was a perfect predictor of a successful recovery step, indicating that the recovery foot placement must occur before the tilt angle exceeds a critical value of between 23° and 26° from vertical. The inverted pendulum model predicted the tilt angle from walking velocity and response time with an error of 0.4±2.2° and a correlation coefficient of 0.93. The model predicted that faster response time was more important than slower walking velocity for successful recovery. In a typical individual who is at risk for falling, we predicted that a reduction of response time to a normal value allows a 77% increase in safe walking velocity. The mathematical model produced patient-specific recommendations for fall prevention, and suggested the importance of directing therapeutic interventions toward improving the response time of older adults

Semi-Static Hedging Based on a Generalized Reflection Principle on a Multi Dimensional Brownian Motion

On a multi-assets Black-Scholes economy, we introduce a class of barrier options. In this model we apply a generalized reflection principle in a context of the finite reflection group acting on a Euclidean space to give a valuation formula and the semi-static hedge.Comment: Asia-Pacific Financial Markets, online firs

Cauchy's infinitesimals, his sum theorem, and foundational paradigms

Cauchy's sum theorem is a prototype of what is today a basic result on the convergence of a series of functions in undergraduate analysis. We seek to interpret Cauchy's proof, and discuss the related epistemological questions involved in comparing distinct interpretive paradigms. Cauchy's proof is often interpreted in the modern framework of a Weierstrassian paradigm. We analyze Cauchy's proof closely and show that it finds closer proxies in a different modern framework. Keywords: Cauchy's infinitesimal; sum theorem; quantifier alternation; uniform convergence; foundational paradigms.Comment: 42 pages; to appear in Foundations of Scienc

Germinal Center Selection and Affinity Maturation Require Dynamic Regulation of mTORC1 Kinase

During antibody affinity maturation, germinal center (GC) B cells cycle between affinity-driven selection in the light zone (LZ) and proliferation and somatic hypermutation in the dark zone (DZ). Although selection of GC B cells is triggered by antigen-dependent signals delivered in the LZ, DZ proliferation occurs in the absence of such signals. We show that positive selection triggered by T cell help activates the mechanistic target of rapamycin complex 1 (mTORC1), which promotes the anabolic program that supports DZ proliferation. Blocking mTORC1 prior to growth prevented clonal expansion, whereas blockade after cells reached peak size had little to no effect. Conversely, constitutively active mTORC1 led to DZ enrichment but loss of competitiveness and impaired affinity maturation. Thus, mTORC1 activation is required for fueling B cells prior to DZ proliferation rather than for allowing cell-cycle progression itself and must be regulated dynamically during cyclic re-entry to ensure efficient affinity-based selection

Multidimensional continued fractions, dynamical renormalization and KAM theory

The disadvantage of `traditional' multidimensional continued fraction algorithms is that it is not known whether they provide simultaneous rational approximations for generic vectors. Following ideas of Dani, Lagarias and Kleinbock-Margulis we describe a simple algorithm based on the dynamics of flows on the homogeneous space SL(2,Z)\SL(2,R) (the space of lattices of covolume one) that indeed yields best possible approximations to any irrational vector. The algorithm is ideally suited for a number of dynamical applications that involve small divisor problems. We explicitely construct renormalization schemes for (a) the linearization of vector fields on tori of arbitrary dimension and (b) the construction of invariant tori for Hamiltonian systems.Comment: 51 page

Symmetry of matrix-valued stochastic processes and noncolliding diffusion particle systems

As an extension of the theory of Dyson's Brownian motion models for the standard Gaussian random-matrix ensembles, we report a systematic study of hermitian matrix-valued processes and their eigenvalue processes associated with the chiral and nonstandard random-matrix ensembles. In addition to the noncolliding Brownian motions, we introduce a one-parameter family of temporally homogeneous noncolliding systems of the Bessel processes and a two-parameter family of temporally inhomogeneous noncolliding systems of Yor's generalized meanders and show that all of the ten classes of eigenvalue statistics in the Altland-Zirnbauer classification are realized as particle distributions in the special cases of these diffusion particle systems. As a corollary of each equivalence in distribution of a temporally inhomogeneous eigenvalue process and a noncolliding diffusion process, a stochastic-calculus proof of a version of the Harish-Chandra (Itzykson-Zuber) formula of integral over unitary group is established.Comment: LaTeX, 27 pages, 4 figures, v3: Minor corrections made for publication in J. Math. Phy