First hitting time of the boundary of the Weyl chamber by radial Dunkl processes

DOI10.3842/SIGMA.2008.074zbMATH Open1163.33303arXiv0811.0504OpenAlexW2023658982MaRDI QIDQ1018732FDOQ1018732

Authors: Nizar Demni 

Publication date: 21 May 2009

Published in: SIGMA. Symmetry, Integrability and Geometry: Methods and Applications (Search for Journal in Brave)

Abstract: We provide two equivalent approaches for computing the tail distribution of the first hitting time of the boundary of the Weyl chamber by a radial Dunkl process. The first approach is based on a spectral problem with initial value. The second one expresses the tail distribution by means of the $W$-invariant Dunkl-Hermite polynomials. Illustrative examples are given by the irreducible root systems of types $A$, $B$, $D$. The paper ends with an interest in the case of Brownian motions for which our formulae take determinantal forms.

Full work available at URL: https://arxiv.org/abs/0811.0504

File on IPFS (Hint: this is only the Hash - if you get a timeout, this file is not available on our server.)

Recommendations

• First hitting time of the boundary of a wedge of angle \(\pi/4\) by a radial Dunkl process
• Radial Dunkl processes: existence, uniqueness and hitting time
• The probability distributions of the first hitting times of radial Ornstein-Uhlenbeck processes
• Reciprocal of the first hitting time of the boundary of dihedral wedges by a radial Dunkl process
• Radial Dunkl processes associated with dihedral systems

zbMATH Keywords

hitting timeWeyl chambersgeneralized Hermite polynomialsmultivariate special functionsradial Dunkl processes

Mathematics Subject Classification ID

Generalized hypergeometric series, ({}_pF_q) (33C20) Diffusion processes (60J60) Brownian motion (60J65) Orthogonal polynomials and functions associated with root systems (33C52)

Cited In (9)

• On Poincaré and Logarithmic Sobolev Inequalities for a Class of Singular Gibbs Measures
• Title not available (Why is that?)
• Dunkl jump processes: relaxation and a phase transition
• First hitting time of the boundary of a wedge of angle \(\pi/4\) by a radial Dunkl process
• Radial Dunkl processes: existence, uniqueness and hitting time
• Radial Dunkl processes associated with dihedral systems
• Reciprocal of the first hitting time of the boundary of dihedral wedges by a radial Dunkl process
• On a Neumann-type series for modified Bessel functions of the first kind
• Potential theory associated with the Dunkl Laplacian

This page was built for publication: First hitting time of the boundary of the Weyl chamber by radial Dunkl processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1018732)