Exit problems associated with affine reflection groups

DOI10.1007/S00440-008-0171-9zbMATH Open1176.60073arXiv0707.2009OpenAlexW3101273926MaRDI QIDQ842383FDOQ842383

Authors: Yan Doumerc, John Moriarty 

Publication date: 25 September 2009

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

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.

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

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zbMATH Keywords

Brownian motionfirst exit timePfaffianaffine Weyl groupalcove

Mathematics Subject Classification ID

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

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Cited In (3)

• Improved upper bounds for the hot spots constant of Lipschitz domains
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