First Hitting Time of the Boundary of the Weyl Chamber by Radial Dunkl Processes
Vernadsky National Library of Ukraine
Переглянути архів Інформація| Поле | Співвідношення | |
| Title |
First Hitting Time of the Boundary of the Weyl Chamber by Radial Dunkl Processes
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| Creator |
Demni, N.
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| Description |
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 is based on a spectral problem with initial value. The second one expresses the tail distribution by means of the W-invariant Dunkl-Hermite polynomials. Illustrative examples are given by the irreducible root systems of types A, B, D. The paper ends with an interest in the case of Brownian motions for which our formulae take determinantal forms.
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| Date |
2019-02-19T12:52:54Z
2019-02-19T12:52:54Z 2008 |
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| Type |
Article
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| Identifier |
First Hitting Time of the Boundary of the Weyl Chamber by Radial Dunkl Processes / N. Demni // Symmetry, Integrability and Geometry: Methods and Applications. — 2008. — Т. 4. — Бібліогр.: 21 назв. — англ.
1815-0659 2000 Mathematics Subject Classification: 33C20; 33C52; 60J60; 60J65 http://dspace.nbuv.gov.ua/handle/123456789/149001 |
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| Language |
en
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| Relation |
Symmetry, Integrability and Geometry: Methods and Applications
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| Publisher |
Інститут математики НАН України
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