Exit problems associated with affine reflection groups

DOI10.1007/S00440-008-0171-9MaRDI QIDQ842383zbMATH OpenOpenAlexFDO

Authors Yan Doumerc, John Moriarty

Publication date 25 September 2009

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0707.2009

zbMATH Keywords

Brownian motionfirst exit timePfaffianaffine Weyl groupalcove

Mathematics Subject Classification ID

Brownian motion (60J65) Reflection and Coxeter groups (group-theoretic aspects) (20F55)

Abstract: We obtain a formula for the distribution of the first exit time of Brownian motion from the alcove of an affine Weyl group. In most cases the formula is expressed compactly, in terms of Pfaffians. Expected exit times are derived in the type ~A case. The results extend to other Markov processes. We also give formulas for the real eigenfunctions of the Dirichlet and Neumann Laplacians on alcoves, observing that the `Hot Spots' conjecture of J. Rauch is true for alcoves.

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Cites work

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Cited in

(3)

• Improved upper bounds for the hot spots constant of Lipschitz domains
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• Exit times from equilateral triangles

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