Radial Dunkl processes: existence, uniqueness and hitting time

DOI10.1016/J.CRMA.2009.08.003zbMATH Open1186.60076OpenAlexW2077165302MaRDI QIDQ1032835FDOQ1032835

Authors: Nizar Demni 

Publication date: 5 November 2009

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2009.08.003

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

hitting timeWeyl chamberDunkl processesjumps of Dunkl processes

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Harmonic and stochastic analysis of Dunkl processes
• Diffusing particles with electrostatic repulsion
• Brownian particles with electrostatic repulsion on the circle: Dyson's model for unitary random matrices revisited
• The Heckman-Opdam Markov processes

Cited In (13)

• Multidimensional Yamada-Watanabe theorem and its applications to particle systems
• Exit problems associated with affine reflection groups
• Dunkl jump processes: relaxation and a phase transition
• Asymptotics of rectangular spherical integrals
• First hitting time of the boundary of a wedge of angle \(\pi/4\) by a radial Dunkl process
• Affine Dunkl processes of type \(\widetilde{\mathrm{A}}_{1}\)
• Intertwinings for general \(\beta\)-Laguerre and \(\beta\)-Jacobi processes
• First hitting time of the boundary of the Weyl chamber by radial Dunkl processes
• Asymptotics of generalized Bessel functions and weight multiplicities via large deviations of radial Dunkl processes
• Radial Dunkl processes associated with dihedral systems
• Strong solutions to a beta-Wishart particle system
• A chaotic representation property of the multidimensional Dunkl processes
• Reciprocal of the first hitting time of the boundary of dihedral wedges by a radial Dunkl process

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