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arXiv · 0812.4002

Radial Dunkl processes associated with Dihedral systems

Nizar Demni
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Abstract

We stduy radial Dunkl processes associated with dihedral systems: we derive the semi group, the generalized Bessel function, the Dunkl-Hermite polynomials. Then we give a skew product decomposition by means of independent Bessel processes and we compute the tail distribution of the first hitting time of the boundary of Weyl chamber.

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Nizar Demni. 2008-12-28. Radial Dunkl processes associated with Dihedral systems. https://arxiv.org/abs/0812.4002

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