8 citations · 17 across the 5 of their papers we have counts for
5 papers · 1 filter
First Hitting Time of the Boundary of the Weyl Chamber by Radial Dunkl Processes
Nizar Demni
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…
Free Martingale polynomials for stationary Jacobi processes
Nizar Demni
We generalize a previous result concerning free martingale polynomials for the stationary free Jacobi process of parameters . Hopelessly, apart from the case $λ…
Radial Dunkl Processes : Existence and uniqueness, Hitting time, Beta Processes and Random Matrices
Nizar Demni
We begin with the study of some properties of the radial Dunkl process associated to a reduced root system . It is shown that this diffusion is the unique strong solution for al…
Large Deviations for Statistics of Jacobi Process
Nizar Demni, Marguerite Zani
In this paper, we derive a handable expression for the Jacobi process semi group which is given by a bilinear series involving Jacobi polynomials. Our attempt uses a subordination…
Laguerre Process and Generalised Hartman-Watson Law
Nizar Demni
In this paper, we study complex Wishart processes or the so-called Laguerre processes. We give some interest to the behaviour of the eigenvalues process, derive some useful SDE and…