Radial Dunkl processes associated with Dihedral systems
Abstract
Description
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.
improvement of the skew product decomposition
improvement of the skew product decomposition