The Heckman-Opdam Markov processes

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 \cite{ABJ}.

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Field Value
Source https://hal.science/hal-00023562
Author Schapira, Bruno
Maintainer CCSD
Last Updated May 28, 2026, 08:52 (UTC)
Created May 28, 2026, 08:52 (UTC)
Identifier hal-00023562
Language en
Rights https://about.hal.science/hal-authorisation-v1/
contributor Mathématiques - Analyse, Probabilités, Modélisation - Orléans (MAPMO) ; Université d'Orléans (UO)-Centre National de la Recherche Scientifique (CNRS)
creator Schapira, Bruno
date 2006-04-28T00:00:00
harvest_object_id 704152b9-5381-4743-ae0d-b3a305ac5d8e
harvest_source_id 3374d638-d20b-4672-ba96-a23232d55657
harvest_source_title test moissonnage SELUNE
metadata_modified 2025-09-29T00:00:00
relation info:eu-repo/semantics/altIdentifier/arxiv/math.PR/0605020
set_spec type:UNDEFINED