Exit problems associated with affine reflection groups (Q842383)

The authors derive 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 exist times are derived in the type \(\widetilde{A}\) case. The results extend to other Markov processes. Formulas for the real eigenfunctions of the Dirichlet and Neumann Laplacians on alcoves are also given using the fact that the `Hot Spots' conjecture of J. Rauch holds for alcoves [cf. \textit{R. Bañuelos} and \textit{K. Burdzy}, J. Funct. Anal. 164, No. 1, 1--33 (1999; Zbl 0938.35045)].