Dunkl processes, eigenvalues of random matrices and the Weyl-chamber

Stochastics Seminar
Tuesday, November 25, 2008 - 15:00
1 hour (actually 50 minutes)
Skiles 269
University of Bielefeld
We will introduce the Dunkl derivative as well as the Dunkl process and some of its properties. We will treat its radial part called the radial Dunkl process and light the connection to the eigenvalues of some matrix valued processes and to the so called Brownian motions in Weyl chambers. Some open problems will be discussed at the end.