Skew-product representations of multidimensional Dunkl Markov processes

DOI10.1214/07-AIHP108zbMATH Open1180.60072arXiv0808.3033MaRDI QIDQ731689FDOQ731689

Authors: Oleksandr Chybiryakov 

Publication date: 8 October 2009

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Abstract: In this paper we obtain skew-product representations of the multidimensional Dunkl processes which generalize the skew-product decomposition in dimension 1 obtained in L. Gallardo and M. Yor. Some remarkable properties of the Dunkl martingales. S'{e}minaire de Probabilit'{e}s XXXIX, 2006. We also study the radial part of the Dunkl process, i.e. the projection of the Dunkl process on a Weyl chamber.

Full work available at URL: https://arxiv.org/abs/0808.3033

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zbMATH Keywords

skew-productWeyl groupFeller processesDunkl processes

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25)

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Cited In (8)

• Dunkl jump processes: relaxation and a phase transition
• Product formula for Jacobi polynomials, spherical harmonics and generalized Bessel function of dihedral type
• Affine Dunkl processes of type \(\widetilde{\mathrm{A}}_{1}\)
• Some aspects of a process generalizing the Brownian motion in the Dunkl theory
• The Heckman-Opdam Markov processes
• Asymptotics of generalized Bessel functions and weight multiplicities via large deviations of radial Dunkl processes
• A chaotic representation property of the multidimensional Dunkl processes
• Towards a characterization of Markov processes enjoying the time-inversion property

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