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- W2023658982 abstract "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." @default.
- W2023658982 created "2016-06-24" @default.
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- W2023658982 date "2008-11-04" @default.
- W2023658982 modified "2023-09-27" @default.
- W2023658982 title "First Hitting Time of the Boundary of the Weyl Chamber by Radial Dunkl Processes" @default.
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- W2023658982 doi "https://doi.org/10.3842/sigma.2008.074" @default.
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