Radial Dunkl Processes Associated with Dihedral Systems

  • Nizar DemniEmail author
Part of the Lecture Notes in Mathematics book series (LNM, volume 1979)


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.


Brownian Motion Coxeter Group Jacobi Polynomial Dihedral Group Weyl Chamber 
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© Springer-Verlag Berlin Heidelberg 2009

Authors and Affiliations

  1. 1.Fakultät für mathematikuniversität BielefeldBielefeldGermany

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