First Hitting Time of the Boundary of the Weyl Chamber by Radial Dunkl Processes

• Published in: Symmetry, Integrability and Geometry: Methods and Applications
• Date: 2008
• Main Author: Demni, N.
• Format: Article
• Language: English
• Published: Інститут математики НАН України 2008
• Online Access: https://nasplib.isofts.kiev.ua/handle/123456789/149001
• Journal Title: Digital Library of Periodicals of National Academy of Sciences of Ukraine
• Cite this: First Hitting Time of the Boundary of the Weyl Chamber by Radial Dunkl Processes / N. Demni // Symmetry, Integrability and Geometry: Methods and Applications. — 2008. — Т. 4. — Бібліогр.: 21 назв. — англ.

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-inv...