The Heckman-Opdam Markov processes

DOI10.1007/S00440-006-0034-1zbMATH Open1123.58022arXivmath/0605020OpenAlexW2154856320MaRDI QIDQ880941FDOQ880941

Authors: Bruno Schapira 

Publication date: 21 May 2007

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

Abstract: We introduce and study the natural counterpart of the Dunkl Markov processes in a negatively curved setting. We give a semimartingale decomposition of the radial part, and some properties of the jumps. We prove also a law of large numbers, a central limit theorem, and the convergence of the normalized process to the Dunkl process. Eventually we describe the asymptotic behavior of the infinite loop as it was done by Anker, Bougerol and Jeulin in the symmetric spaces setting in cite{ABJ}.

Full work available at URL: https://arxiv.org/abs/math/0605020

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zbMATH Keywords

Markov processesDirichlet formslimit theoremsroot systemsDunkl processes

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Diffusion processes (60J60) Brownian motion (60J65) Functional limit theorems; invariance principles (60F17) Diffusion processes and stochastic analysis on manifolds (58J65)

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Cited In (17)

• The differential equations associated with Calogero-Moser-Sutherland particle models in the freezing regime
• Multidimensional Yamada-Watanabe theorem and its applications to particle systems
• Affine Dunkl processes of type \(\widetilde{\mathrm{A}}_{1}\)
• General \(\beta\)-Jacobi corners process and the Gaussian free field
• On the differential equations of frozen Calogero-Moser-Sutherland particle models
• Some martingales associated with multivariate Bessel processes
• Elementary symmetric polynomials and martingales for Heckman-Opdam processes
• Some martingales associated with multivariate Jacobi processes and Aomoto's Selberg integral
• Radial Dunkl processes: existence, uniqueness and hitting time
• Random walk on a building of type \(\tilde A_r\) and Brownian motion of the Weyl chamber
• Asymptotics of generalized Bessel functions and weight multiplicities via large deviations of radial Dunkl processes
• β-Jacobi processes
• Strong solutions to a beta-Wishart particle system
• Limit theorems for Bessel and Dunkl processes of large dimensions and free convolutions
• Functional central limit theorems for multivariate Bessel processes in the freezing regime
• Freezing limits for Calogero–Moser–Sutherland particle models
• An introduction to Dunkl theory and its analytic aspects

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