Markov processes related with Dunkl operators

DOI10.1006/aama.1998.0609zbMath0919.60072OpenAlexW1994134032MaRDI QIDQ1276389

Margit Rösler, Michael Voit

Publication date: 23 August 1999

Published in: Advances in Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/028bc44d7b2b5476f3bb738ecf5a7b99774290ef

zbMATH Keywords

martingalesMarkov processesOrnstein-Uhlenbeck processHermite polynomialslimit theoremsfinite reflection groupAppell systemsDunkl kernelDunkl operatorsDunkl transform\(k\)-Gaussian measure\(k\)-Gaussian semigroup

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Sums of independent random variables; random walks (60G50) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Martingales with continuous parameter (60G44) General theory of functional-differential equations (34K05)

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