Radial Dunkl processes: existence, uniqueness and hitting time

DOI10.1016/j.crma.2009.08.003zbMath1186.60076OpenAlexW2077165302MaRDI QIDQ1032835

Nizar Demni

Publication date: 5 November 2009

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2009.08.003

zbMATH Keywords

hitting timeWeyl chamberDunkl processesjumps of Dunkl processes

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

Related Items (7)

Exit problems associated with affine reflection groups ⋮ Strong solutions to a beta-Wishart particle system ⋮ Asymptotics of rectangular spherical integrals ⋮ Affine Dunkl processes of type \(\widetilde{\mathrm{A}}_{1}\) ⋮ Multidimensional Yamada-Watanabe theorem and its applications to particle systems ⋮ Intertwinings for general \(\beta\)-Laguerre and \(\beta\)-Jacobi processes ⋮ Dunkl jump processes: relaxation and a phase transition

Cites Work

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• The Heckman-Opdam Markov processes
• Diffusing particles with electrostatic repulsion
• Brownian particles with electrostatic repulsion on the circle: Dyson's model for unitary random matrices revisited

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