3 citations · 5 across the 2 of their papers we have counts for
2 papers
math.PR2010★ 2 cited
Brownian motion in a truncated Weyl chamber
Wolfgang König, Patrick Schmid
We examine the non-exit probability of a multidimensional Brownian motion from a growing truncated Weyl chamber. Different regimes are identified according to the growth speed, ran…
math.PR2009★ 3 cited
Random walks conditioned to stay in Weyl chambers of type C and D
Wolfgang Koenig, Patrick Schmid
We construct the conditional versions of a multidimensional random walk given that it does not leave the Weyl chambers of type C and of type D, respectively, in terms of a Doob h-t…