The Heckman–Opdam Markov processes
Identifieur interne : 000B15 ( Main/Merge ); précédent : 000B14; suivant : 000B16The Heckman–Opdam Markov processes
Auteurs : Bruno Schapira [France]Source :
- Probability Theory and Related Fields [ 0178-8051 ] ; 2007-07-01.
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Abstract
Abstract: We introduce and study the natural counterpart of the Dunkl Markov processes in a negatively curved setting. We give a semimartingale decomposition of the radial part, and some properties of the jumps. We prove also a law of large numbers, a central limit theorem, and the convergence of the normalized process to the Dunkl process. Eventually we describe the asymptotic behavior of the infinite loop as it was done by Anker, Bougerol and Jeulin in the symmetric spaces setting in (Iberoamericana 18: 41–97, 2002).
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DOI: 10.1007/s00440-006-0034-1
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