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A chaotic representation property of the multidimensional Dunkl processes

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abstract

Dunkl processes are martingales as well as c\`{a}dl\`{a}g homogeneous Markov processes taking values in $\mathbb{R}^d$ and they are naturally associated with a root system. In this paper we study the jumps of these processes, we describe precisely their martingale decompositions into continuous and purely discontinuous parts and we obtain a Wiener chaos decomposition of the corresponding $L^2$ spaces of these processes in terms of adequate mixed multiple stochastic integrals.

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math.PR 1

years

2026 1

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UNVERDICTED 1

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The Rectangular Finite Free Heat Flow

math.PR · 2026-06-05 · unverdicted · novelty 6.0

Introduces and studies the rectangular finite free heat flow as a dynamical system on polynomials with equivalent characterizations, root asymptotics, and connections to Calogero-Moser systems and mean curvature flow on Lie group orbits.

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  • The Rectangular Finite Free Heat Flow math.PR · 2026-06-05 · unverdicted · none · ref 22 · internal anchor

    Introduces and studies the rectangular finite free heat flow as a dynamical system on polynomials with equivalent characterizations, root asymptotics, and connections to Calogero-Moser systems and mean curvature flow on Lie group orbits.