Related papers: Affine Dunkl processes
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 consider a stochastically continuous, affine Markov process in the sense of Duffie, Filipovic and Schachermayer, with cadlag paths, on a general state space D, i.e. an arbitrary Borel subset of R^d. We show that such a process is always…
This paper contributes to the study of stochastic processes of the class $(\Sigma)$. First, we extend the notion of the above-mentioned class to c\`adl\`ag semi-martingales, whose finite variational part is considered c\`adl\`ag instead of…
We introduce the affine ensemble, a class of determinantal point processes (DPP) in the half-plane C^+ associated with the ax+b (affine) group, depending on an admissible Hardy function {\psi}. We obtain the asymptotic behavior of the…
The author introduced recently a new natural construction which associates a measure-preserving dynamical system to any fractal profinite group. Here, we investigate these measure-preserving dynamical systems under the extra assumption on…
We present sufficient conditions, in terms of the jumping kernels, for two large classes of conservative Markov processes of pure-jump type to be purely discontinuous martingales with finite second moment. As an application, we establish…
Weyl-orbit functions have been defined for each simple Lie algebra, and permit Fourier-like analysis on the fundamental region of the corresponding affine Weyl group. They have also been discretized, using a refinement of the coweight…
We obtain a formula for the distribution of the first exit time of Brownian motion from the alcove of an affine Weyl group. In most cases the formula is expressed compactly, in terms of Pfaffians. Expected exit times are derived in the type…
We show that an isotropic self-similar Markov process in ${\Bbb R}^d$ has a skew product structure if and only if its radial and angular parts do not jump at the same time.
Weyl groups are ubiquitous, and efficient algorithms for them -- especially for the exceptional algebras -- are clearly desirable. In this paper we provide several of these, addressing practical concerns arising naturally for instance in…
The generalized Drinfel'd-Sokolov hierarchies studied by de Groot-Hollowood-Miramontes are extended from the viewpoint of Sato-Wilson dressing method. In the A_1^(1) case, we obtain the hierarchy that include the derivative nonlinear…
We study a class of multitype branching L\'evy processes, where particles move according to type-dependent L\'evy processes, switch types via an irreducible Markov chain, and branch according to type-dependent laws. This framework…
For a star-shaped Kac-Moody root system, we provide an effective algorithm to obtain representatives of the Weyl group orbits of roots with a given norm and implement it as a computer program. We also explain the relationship between these…
In a recent work \cite{BG}, given a collection of continuous semimartingales, authors derive a semimartingale decomposition from the corresponding ranked processes in the case that the ranked processes can meet more than two original…
The paper deals with a family of jump Markov process defined in a medium with a periodic or locally periodic microstructure. We assume that the generator of the process is a zero order convolution type operator with rapidly oscillating…
We construct a family of self-similar Markov martingales with given marginal distributions. This construction uses the self-similarity and Markov property of a reference process to produce a family of Markov processes that possess the same…
Distinguished involutions in the affine Weyl groups, defined by G. Lusztig, play an essential role in the Kazhdan-Lusztig combinatorics of these groups. A distinguished involution is called canonical if it is the shortest element in its…
We consider stochastic partial differential equations appearing as Markovian lifts of matrix valued (affine) Volterra type processes from the point of view of the generalized Feller property (see e.g., \cite{doetei:10}). We introduce in…
A non-classical Weyl theory is developed for skew-self-adjoint Dirac systems with rectangular matrix potentials. The notion of the Weyl function is introduced and direct and inverse problems are solved. A Borg-Marchenko type uniqueness…
We give conceptual proofs of certain basic properties of the arrangement of shifted root hyperplanes associated to a root system and a Weyl group invariant real valued parameter function on the root system. The method is based on the role…