Radial Dunkl processes: existence, uniqueness and hitting time

DOI10.1016/J.CRMA.2009.08.003MaRDI QIDQ1032835zbMATH OpenOpenAlexFDO

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

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)

Recommendations

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

• scientific article; zbMATH DE number 51724 (Why is no real title available?)
• scientific article; zbMATH DE number 1245556 (Why is no real title available?)
• Brownian particles with electrostatic repulsion on the circle: Dyson's model for unitary random matrices revisited
• Diffusing particles with electrostatic repulsion
• Harmonic and stochastic analysis of Dunkl processes
• 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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