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math.PR2008
Radial Dunkl processes associated with Dihedral systems
Nizar Demni
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 prod…
math.PR2008★ 8 cited
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…