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Exit problems associated with affine reflection groups
John Moriarty
Venue:
Management School LT5
2008-05-23 16:00
In the talk we will give the distribution of the first exit time of Brownian motion from the alcove of an affine Weyl group, in terms of the distributions of first exit times from simpler domains such as orthants. Applications to expected exit times, small time asymptotics, integration formulae and Dirichlet Laplacian eigenfunctions will be given. This is joint work with Yan Doumerc.
