First Hitting Time of the Boundary of the Weyl Chamber by Radial Dunkl Processes
| dc.creator | Demni, Nizar | |
| dc.date | 2008-11-04 | |
| dc.date.accessioned | 2026-07-07T10:15:24Z | |
| dc.date.available | 2026-07-07T10:15:24Z | |
| dc.description | We provide two equivalent approaches for computing the tail distribution of the first hitting time of the boundary of the Weyl chamber by a radial Dunkl process. The first approach is based on a spectral problem with initial value. The second one expresses the tail distribution by means of the $W$-invariant Dunkl-Hermite polynomials. Illustrative examples are given by the irreducible root systems of types $A$, $B$, $D$. The paper ends with an interest in the case of Brownian motions for which our formulae take determinantal forms. | |
| dc.description | This is a contribution to the Special Issue on Dunkl Operators and Related Topics, published in SIGMA (Symmetry, Integrability and Geometry: Methods and Applications) at http://www.emis.de/journals/SIGMA/ | |
| dc.identifier | https://arxiv.org/abs/0811.0504 | |
| dc.identifier | http://arxiv.org/abs/0811.0504 | |
| dc.identifier | SIGMA 4 (2008), 074, 14 pages | |
| dc.identifier | doi:10.3842/SIGMA.2008.074 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/173162 | |
| dc.subject | Probability | |
| dc.subject | Classical Analysis and ODEs | |
| dc.title | First Hitting Time of the Boundary of the Weyl Chamber by Radial Dunkl Processes | |
| dc.type | text |