Radial Dunkl processes associated with Dihedral systems

Details Radial Dunkl processes associated with Dihedral systems Radial Dunkl processes associated with Dihedral systems

2008-12-20

arxiv.org/abs/0812.4002v2

Mathematics

Probability

improvement of the skew product decomposition

Scientific paper

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.

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