Related papers: Radial Dunkl processes associated with Dihedral sy…
We begin with the study of some properties of the radial Dunkl process associated to a reduced root system $R$. It is shown that this diffusion is the unique strong solution for all $t \geq 0$ of a SDE with singular drift. Then, we study…
We consider the numerical approximation for a class of radial Dunkl processes corresponding to arbitrary (reduced) root systems in $\mathbb{R}^{d}$. This class contains some well-known processes such as Bessel processes, Dyson's Brownian…
We introduce the analogue of Dunkl processes in the case of an affine root system of type $\widetilde{\text{A}}_1$. The construction of the affine Dunkl process is achieved by a skew-product decomposition by means of its radial part and a…
Multivariate Bessel processes, otherwise known as radial Dunkl processes, are stochastic processes defined in a Weyl chamber that are repelled from the latter's boundary by a singular drift with a strength given by the multiplicity function…
In this paper we obtain skew-product representations of the multidimensional Dunkl processes which generalize the skew-product decomposition in dimension 1 obtained in L. Gallardo and M. Yor. Some remarkable properties of the Dunkl…
It is an open conjecture that generalized Bessel functions associated with root systems have a positive product formula for non-negative multiplicity parameters of the associated Dunkl operators. In this paper, a partial result towards this…
We develop a general theory of Bessel-Dunkl type diffusions in Weyl chambers associated with classical root systems. The class considered here allows time-dependent and configuration-dependent diffusion and drift coefficients, as well as…
In this paper, we pursue the investigations started in \cite{Mas-You} where the authors provide a construction of the Dunkl intertwining operator for a large subset of the set of regular multiplicity values. More precisely, we make concrete…
We study Bessel processes on Weyl chambers of types A and B on $\mathbb R^N$. Using elementary symmetric functions, we present several space-time-harmonic functions and thus martingales for these processes $(X_t)_{t\ge0}$ which are…
This paper studies the asymptotic behavior of several central objects in Dunkl theory as the dimension of the underlying space grows large. Our starting point is the observation that a recent result from the random matrix theory literature…
We give shorter proofs of the following known results: the radial Dunkl process associated with a reduced system and a strictly positive multiplicity function is the unique strong solution for all times of a stochastic differential equation…
This paper studies the asymptotic behavior of the integral kernel of the Dunkl transform, the so-called Dunkl kernel, when one of its arguments is fixed and the other tends to infinity either within a Weyl chamber of the associated…
We write down the generalized Bessel function associated with the root system of type $D$ by means of multivariate hypergeometric series. Our hint comes from the particular case of the Brownian motion in the Weyl chamber of type $D$.
Dunkl processes are multidimensional Markov processes defined through the use of Dunkl operators. These processes have discontinuities, and they can be separated into their continuous (radial) part, and their discontinuous (jump) part.…
We compute the full off-diagonal asymptotics of the equivariant and partial Bergman kernels associated with a circle action on a prequantized K\"ahler manifold with bounded geometry at infinity, then use these results to compute the…
We use a degeneration of the 1D double affine Hecke algebra and the Dunkl operator to study systematically nonsymmetric Bessel functions and their truncations.
We consider the cases of the self-adjoint and skew-self-adjoint discrete Dirac systems, obtain explicit expressions for reflection coefficients and show that rational reflection coefficients and Weyl functions coincide.
Self-adjoint Dirac systems and subclasses of canonical systems, which generalize Dirac systems are studied. Explicit and global solutions of direct and inverse problems are obtained. A local Borg-Marchenko-type theorem, integral…
We consider theoretically surface plasmon polaritons in Weyl semimetals. These materials contain pairs of band touching points - Weyl nodes - with a chiral topological charge, which induces an optical anisotropy and anomalous transport…
We consider the first hitting times of the Bessel processes. We give explicit expressions for the distribution functions and for the densities by means of the zeros of the Bessel functions. The results extend the classical ones and cover…