Radial Dunkl processes associated with Dihedral systems
Probability
2008-12-28 v2 Mathematical Physics
math.MP
Abstract
We stduy radial Dunkl processes associated with dihedral systems: we derive the semi group, the generalized Bessel function, the Dunkl-Hermite polynomials. Then we give a skew product decomposition by means of independent Bessel processes and we compute the tail distribution of the first hitting time of the boundary of Weyl chamber.
Keywords
Cite
@article{arxiv.0812.4002,
title = {Radial Dunkl processes associated with Dihedral systems},
author = {Nizar Demni},
journal= {arXiv preprint arXiv:0812.4002},
year = {2008}
}
Comments
improvement of the skew product decomposition