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arxiv: 0812.4002 · v2 · submitted 2008-12-20 · 🧮 math.PR · math-ph· math.MP

Radial Dunkl processes associated with Dihedral systems

classification 🧮 math.PR math-phmath.MP
keywords processesassociatedbesseldihedraldunklradialsystemsboundary
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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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