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

Series
Stochastics Seminar
Time
Tuesday, November 25, 2008 - 3:00pm for 1 hour (actually 50 minutes)
Location
Skiles 269
Speaker
Nizar Demni – University of Bielefeld
Organizer
Heinrich Matzinger
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.