Reciprocal of the First hitting time of the boundary of dihedral wedges by a radial Dunkl process - Archive ouverte HAL Accéder directement au contenu
Article Dans Une Revue Markov Processes And Related Fields Année : 2017

Reciprocal of the First hitting time of the boundary of dihedral wedges by a radial Dunkl process

Nizar Demni
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Résumé

In this paper, we establish an integral representation for the density of the reciprocal of the first hitting time of the boundary of even dihedral wedges by a radial Dunkl process having equal multiplicity values. Doing so provides another proof and extends to all even dihedral groups the main result proved in \cite{Demni1}. We also express the weighted Laplace transform of this density through the fourth Lauricella Lauricella function and establish a similar integral representation for odd dihedral wedges.

Dates et versions

hal-01579188 , version 1 (30-08-2017)

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Nizar Demni. Reciprocal of the First hitting time of the boundary of dihedral wedges by a radial Dunkl process. Markov Processes And Related Fields, 2017, 23 (4), pp.661-678. ⟨hal-01579188⟩
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