Abstract
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.
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Demni, N. (2009). Radial Dunkl Processes Associated with Dihedral Systems. In: Donati-Martin, C., Émery, M., Rouault, A., Stricker, C. (eds) Séminaire de Probabilités XLII. Lecture Notes in Mathematics(), vol 1979. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-01763-6_6
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DOI: https://doi.org/10.1007/978-3-642-01763-6_6
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