We are interested in the law of the first passage time of an Ornstein–Uhlenbeck process to time-varying thresholds. We show that this problem is connected to the laws of the first passage time of the process to members of a two-parameter family of functional transformations of a time-varying boundary. For specific values of the parameters, these transformations appear in a realisation of a standard Ornstein–Uhlenbeck bridge. We provide three different proofs of this connection. The first is based on a similar result for Brownian motion, the second uses a generalisation of the so-called Gauss–Markov processes, and the third relies on the Lie group symmetry method. We investigate the properties of these transformations and study the algebraic and analytical properties of an involution operator which is used in constructing them. We also show that these transformations map the space of solutions of Sturm–Liouville equations into the space of solutions of the associated nonlinear ordinary differential equations. Lastly, we interpret our results through the method of images and give new examples of curves with explicit first passage time densities.

In this paper, we study an analogue of the Bernstein–Gelfand–Gelfand category ${\mathcal {O}}$ for truncated current Lie algebras $\mathfrak {g}_n$ attached to a complex semisimple Lie algebra. This category admits Verma modules and simple modules, each parametrized by the dual space of the truncated currents on a choice of Cartan subalgebra in $\mathfrak {g}$. Our main result describes an inductive procedure for computing composition multiplicities of simples inside Vermas for $\mathfrak {g}_n$, in terms of similar composition multiplicities for ${\mathfrak {l}}_{n-1}$ where ${\mathfrak {l}}$ is a Levi subalgebra. As a consequence, these numbers are expressed as integral linear combinations of Kazhdan–Lusztig polynomials evaluated at 1. This generalizes recent work of the first author, where the case $n=1$ was treated.

In this note, we give a classification of the maximal order Abelian subgroups of finite irreducible Coxeter groups. We also prove a Weyl group analog of Cartan’s theorem that all maximal tori in a connected compact Lie group are conjugate.

Let G be a complex semisimple Lie group and H a complex closed connected subgroup. Let and be their Lie algebras. We prove that the regular representation of G in $L^2(G/H)$ is tempered if and only if the orthogonal of in contains regular elements by showing simultaneously the equivalence to other striking conditions, such as has a solvable limit algebra.

We show that some results of L. Makar-Limanov, P. Malcolmson and Z. Reichstein on the existence of free-associative algebras are valid in the more general context of varieties of algebras.

We classify real two-dimensional orbits of conformal subgroups such that the orbits contain two circular arcs through a point. Such surfaces must be toric and admit a Möbius automorphism group of dimension at least two. Our theorem generalizes the classical classification of Dupin cyclides.

Let $F$ be an algebraically closed field of characteristic $0$ and let $\operatorname{sp}(2l,F)$ be the rank $l$ symplectic algebra of all $2l\times 2l$ matrices $x=\big(\!\begin{smallmatrix}A & B\\ C & -A^{t}\end{smallmatrix}\!\big)$ over $F$, where $A^{t}$ is the transpose of $A$ and $B,C$ are symmetric matrices of order $l$. The commuting graph $\unicode[STIX]{x1D6E4}(\operatorname{sp}(2l,F))$ of $\operatorname{sp}(2l,F)$ is a graph whose vertex set consists of all nonzero elements in $\operatorname{sp}(2l,F)$ and two distinct vertices $x$ and $y$ are adjacent if and only if $xy=yx$. We prove that the diameter of $\unicode[STIX]{x1D6E4}(\operatorname{sp}(2l,F))$ is $4$ when $l>2$.

We prove that the probability substitution matrices obtained from a continuous-time Markov chain form a multiplicatively closed set if and only if the rate matrices associated with the chain form a linear space spanning a Lie algebra. The key original contribution we make is to overcome an obstruction, due to the presence of inequalities that are unavoidable in the probabilistic application, which prevents free manipulation of terms in the Baker–Campbell–Haursdorff formula.

We show that the class of graded c-nilpotent Lie algebras over a fixed field K is closed under free amalgamation. In [1] this result was applied, but its proof was incorrect. In case of a finite field K we obtain a Fraïssé limit of all finite graded c-nilpotent Lie algebras over K. This gives an example for the following more general considerations. The existence of free amalgamation for the age of a Fraïssé limit implies the universality of its automorphism group for all automorphism groups of substructures of that Fraïssé limit. We use [6] and [5].

In this paper, we completely characterize solvable real Lie groups definable in o-minimal expansions of the real field.

Symmetry groups of Lie algebras and superalgebras constructed from (∈, δ)-Freudenthal-Kantor triple systems have been studied. In particular, for a special (ε, ε)-Freudenthal–Kantor triple, it is the SL(2) group. Also, the relationship between two constructions of Lie algebras from structurable algebras has been investigated.

A simple finite dimensional module ${{V}_{\lambda }}$ of a simple complex algebraic group $G$ is naturally endowed with a filtration induced by the PBW-filtration of $U\,(\text{Lie}\,G)$. The associated graded space $\text{V}_{\text{ }\!\!\lambda\!\!\text{ }}^{a}$ is a module for the group ${{G}^{a}}$, which can be roughly described as a semi-direct product of a Borel subgroup of $G$ and a large commutative unipotent group $\mathbb{G}_{a}^{M}$. In analogy to the flag variety ${{\mathcal{F}}_{\lambda }}\,=\,G.[{{v}_{\lambda }}]\,\,\subset \,\,\mathbb{P}({{V}_{\lambda }})$, we call the closure $\overline{{{G}^{a}}\,.\,[{{v}_{\text{ }\!\!\lambda\!\!\text{ }}}]}\,\,\subset \,\,\mathbb{P}\,(V_{\text{ }\!\!\lambda\!\!\text{ }}^{a})$ of the ${{G}^{a}}$-orbit through the highest weight line the degenerate flag variety $\mathcal{F}_{\text{ }\!\!\lambda\!\!\text{ }}^{a}$. In general this is a singular variety, but we conjecture that it has many nice properties similar to that of Schubert varieties. In this paper we consider the case of $G$ being the symplectic group. The symplectic case is important for the conjecture because it is the first known case where, even for fundamental weights $\omega$, the varieties $\mathcal{F}_{\text{ }\!\!\omega\!\!\text{ }}^{a}$ differ from ${{\mathcal{F}}_{\text{ }\!\!\omega\!\!\text{ }}}$. We give an explicit construction of the varieties $\text{Sp}\,\mathcal{F}_{\text{ }\!\!\lambda\!\!\text{ }}^{a}$ and construct desingularizations, similar to the Bott–Samelson resolutions in the classical case. We prove that $\text{Sp}\,\mathcal{F}_{\text{ }\!\!\lambda\!\!\text{ }}^{a}$ are normal locally complete intersections with terminal and rational singularities. We also show that these varieties are Frobenius split. Using the above mentioned results, we prove an analogue of the Borel–Weil theorem and obtain a $q$-character formula for the characters of irreducible $\text{S}{{\text{p}}_{2\pi }}$-modules via the Atiyah–Bott–Lefschetz fixed points formula.

Let G be a connected reductive algebraic group defined over an algebraically closed field of characteristic 0. We consider the commuting variety of the nilradical of the Lie algebra of a Borel subgroup B of G. In case B acts on with only a finite number of orbits, we verify that is equidimensional and that the irreducible components are in correspondence with the distinguishedB-orbits in . We observe that in general is not equidimensional, and determine the irreducible components of in the minimal cases where there are infinitely many B-orbits in .

A Schunck class $\mathfrak{H}$ is determined by the class $\mathfrak{X}$ of primitives contained in $\mathfrak{H}$. We give necessary and sufficient conditions on $\mathfrak{X}$ for $\mathfrak{H}$ to be a saturated formation.

For a Lie algebra $L$ over an algebraically closed field $F$ of nonzero characteristic, every finite dimensional $L$-module can be decomposed into a direct sum of submodules such that all composition factors of a summand have the same character. Using the concept of a character cluster, this result is generalised to fields which are not algebraically closed. Also, it is shown that if the soluble Lie algebra $L$ is in the saturated formation $\mathfrak{F}$ and if $V, W$ are irreducible $L$-modules with the same cluster and the $p$-operation vanishes on the centre of the $p$-envelope used, then $V, W$ are either both $\mathfrak{F}$-central or both $\mathfrak{F}$-eccentric. Clusters are used to generalise the construction of induced modules.

Let 𝔉 be a saturated formation of soluble Leibniz algebras. Let K be an 𝔉-projector and A/B a chief factor of the soluble Leibniz algebra L. It is well known that if A/B is 𝔉-central, then K covers A/B. I prove the converse: if K covers A/B, then A/B is 𝔉-central.