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}.
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- A chaotic representation property of the multidimensional Dunkl processes
- A probabilistic approach to heat diffusion on symmetric spaces
- A unification of Knizhnik-Zamolodchikov and Dunkl operators via affine Hecke algebras
- Brownian bridge on Riemannian symmetric spaces
- Brownian bridge on hyperbolic spaces and on homogeneous trees
- Brownian particles with electrostatic repulsion on the circle: Dyson's model for unitary random matrices revisited
- Calcul stochastique et problèmes de martingales
- Conformal restriction: The chordal case
- Contributions to the hypergeometric function theory of Heckman and Opdam: Sharp estimates, Schwartz space, heat kernel
- Dirichlet forms and symmetric Markov processes
- Generalized Hermite polynomials and the heat equation for Dunkl operators
- Harmonic analysis for certain representations of graded Hecke algebras
- Littelmann paths and Brownian paths
- Markov processes related with Dunkl operators
- Mouvement brownien, cônes et processus stables. (Brownian motion, cones and stable processes)
- Paley–Wiener theorems for the Dunkl transform
- Reflected planar Brownian motions, intertwining relations and crossing probabilities
- Skew-product representations of multidimensional Dunkl Markov processes
- Some new examples of Markov processes which enjoy the time-inversion property
- Some properties of Brownian motion in a cone
- The Dunkl transform
- The infinite Brownian loop on a symmetric space.
Cited in
(17)- Limit theorems for Bessel and Dunkl processes of large dimensions and free convolutions
- Random walk on a building of type \(\tilde A_r\) and Brownian motion of the Weyl chamber
- Some martingales associated with multivariate Bessel processes
- 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
- Some martingales associated with multivariate Jacobi processes and Aomoto's Selberg integral
- Radial Dunkl processes: existence, uniqueness and hitting time
- Elementary symmetric polynomials and martingales for Heckman-Opdam processes
- On the differential equations of frozen Calogero-Moser-Sutherland particle models
- Functional central limit theorems for multivariate Bessel processes in the freezing regime
- An introduction to Dunkl theory and its analytic aspects
- β-Jacobi processes
- Strong solutions to a beta-Wishart particle system
- Asymptotics of generalized Bessel functions and weight multiplicities via large deviations of radial Dunkl processes
- Freezing limits for Calogero–Moser–Sutherland particle models
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