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  1. Probability Theory and Related Fields
  2. Probability Theory and Related Fields : Volume 138
  3. Probability Theory and Related Fields : Volume 138, Issue 3-4, July 2007
  4. The Heckman–Opdam Markov processes
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Probability Theory and Related Fields : Volume 165
Probability Theory and Related Fields : Volume 164
Probability Theory and Related Fields : Volume 163
Probability Theory and Related Fields : Volume 162
Probability Theory and Related Fields : Volume 161
Probability Theory and Related Fields : Volume 160
Probability Theory and Related Fields : Volume 159
Probability Theory and Related Fields : Volume 158
Probability Theory and Related Fields : Volume 157
Probability Theory and Related Fields : Volume 156
Probability Theory and Related Fields : Volume 155
Probability Theory and Related Fields : Volume 154
Probability Theory and Related Fields : Volume 153
Probability Theory and Related Fields : Volume 152
Probability Theory and Related Fields : Volume 151
Probability Theory and Related Fields : Volume 150
Probability Theory and Related Fields : Volume 149
Probability Theory and Related Fields : Volume 148
Probability Theory and Related Fields : Volume 147
Probability Theory and Related Fields : Volume 146
Probability Theory and Related Fields : Volume 145
Probability Theory and Related Fields : Volume 144
Probability Theory and Related Fields : Volume 143
Probability Theory and Related Fields : Volume 142
Probability Theory and Related Fields : Volume 141
Probability Theory and Related Fields : Volume 140
Probability Theory and Related Fields : Volume 139
Probability Theory and Related Fields : Volume 138
Probability Theory and Related Fields : Volume 138, Issue 3-4, July 2007
CLT in functional linear regression models
The survival probability for critical spread-out oriented percolation above 4 + 1 dimensions. I. Induction
Strong localization and macroscopic atoms for directed polymers
Donsker-type theorems for nonparametric maximum likelihood estimators
Partition function of periodic isoradial dimer models
Algebraic factor analysis: tetrads, pentads and beyond
The Heckman–Opdam Markov processes
A subdiffusive behaviour of recurrent random walk in random environment on a regular tree
Limit theorems for Toeplitz quadratic functionals of continuous-time stationary processes
Multiscale analysis of exit distributions for random walks in random environments
Probability Theory and Related Fields : Volume 138, Issue 1-2, May 2007
Probability Theory and Related Fields : Volume 137
Probability Theory and Related Fields : Volume 136
Probability Theory and Related Fields : Volume 135
Probability Theory and Related Fields : Volume 134
Probability Theory and Related Fields : Volume 133
Probability Theory and Related Fields : Volume 132
Probability Theory and Related Fields : Volume 131
Probability Theory and Related Fields : Volume 130
Probability Theory and Related Fields : Volume 129
Probability Theory and Related Fields : Volume 128
Probability Theory and Related Fields : Volume 127
Probability Theory and Related Fields : Volume 126
Probability Theory and Related Fields : Volume 125
Probability Theory and Related Fields : Volume 124
Probability Theory and Related Fields : Volume 123
Probability Theory and Related Fields : Volume 122
Probability Theory and Related Fields : Volume 121
Probability Theory and Related Fields : Volume 120
Probability Theory and Related Fields : Volume 119
Probability Theory and Related Fields : Volume 118
Probability Theory and Related Fields : Volume 117
Probability Theory and Related Fields : Volume 116
Probability Theory and Related Fields : Volume 115
Probability Theory and Related Fields : Volume 114
Probability Theory and Related Fields : Volume 113
Probability Theory and Related Fields : Volume 112
Probability Theory and Related Fields : Volume 111
Probability Theory and Related Fields : Volume 110
Probability Theory and Related Fields : Volume 109
Probability Theory and Related Fields : Volume 108
Probability Theory and Related Fields : Volume 107

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The Heckman–Opdam Markov processes

Content Provider SpringerLink
Author Schapira, Bru
Copyright Year 2006
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).
Ending Page 519
Page Count 25
Starting Page 495
File Format PDF
ISSN 01788051
e-ISSN 14322064
Journal Probability Theory and Related Fields
Issue Number 3
Volume Number 138
Language English
Publisher Springer-Verlag
Publisher Date 2006-11-07
Publisher Place Berlin/Heidelberg
Access Restriction One Nation One Subscription (ONOS)
Subject Keyword Dunkl processes Root systems Diffusion processes Mathematical and Computational Physics Probability measures on groups or semigroups, Fourier transforms, factorization Functional limit theorems; invariance principles Probability Theory and Stochastic Processes Limit theorems Transition functions, generators and resolvents Quantitative Finance Brownian motion Diffusion processes and stochastic analysis on manifolds Statistics for Business/Economics/Mathematical Finance/Insurance Jump processes Operations Research/Decision Theory Markov processes Dirichlet forms Mathematical Biology in General Central limit and other weak theorems
Content Type Text
Resource Type Article
Subject Statistics and Probability Analysis Statistics, Probability and Uncertainty
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