TY - CHAP
T1 - Radial dunkl processes associated with dihedral systems
AU - Demni, Nizar
PY - 2009
Y1 - 2009
N2 - We are interested in radial Dunkl processes associated with dihedral systems. We write down the semi-group density and as a by-product the generalized Bessel function and the W-invariant generalized Hermite polynomials. Then, a skew product decomposition, involving only independent Bessel processes, is given and the tail distribution of the first hitting time of boundary of the Weyl chamber is computed.
AB - We are interested in radial Dunkl processes associated with dihedral systems. We write down the semi-group density and as a by-product the generalized Bessel function and the W-invariant generalized Hermite polynomials. Then, a skew product decomposition, involving only independent Bessel processes, is given and the tail distribution of the first hitting time of boundary of the Weyl chamber is computed.
UR - http://www.scopus.com/inward/record.url?scp=68749108284&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=68749108284&partnerID=8YFLogxK
U2 - 10.1007/978-3-642-01763-6_6
DO - 10.1007/978-3-642-01763-6_6
M3 - Chapter
AN - SCOPUS:68749108284
SN - 9783642017629
T3 - Lecture Notes in Mathematics
SP - 153
EP - 169
BT - Seminaire de Probabilites XLII
PB - Springer Verlag
ER -