Extension of the general-start Dunkl-process central limit theorem
Determine whether the central limit theorem for Dunkl processes with drift vector \(\lambda\) and starting point \(tx\), namely convergence of \((X_t^{\lambda,tx}-t(\lambda+x))/\sqrt{t}\) to \(N(0,I_N)\), remains valid under assumptions on the pair \((x,\lambda)\) more general than regularity.
References
Clearly, for $x=0$, the assertions of the CLTs \ref{clt-dunkl} and \ref{clt-dunkl-general} are equal where this case formally is not covered by Theorem \ref{clt-dunkl-general}. For this reason we conjecture that Theorem \ref{clt-dunkl-general} still holds under slightly more general assumptions.
We finally notice that in the CLT \ref{clt-bessel} the regularity of the drift $\lambda$ is necessary for $k>0$, as for drift vectors $\lambda$ on the boundary of $C$ the supports of the distributions of $X_t\lambda-t\lambda)/\sqrt t$ are contained in some half space, i.e., the limits cannot be normal. We conjecture that here the limit distributions are multivariate $\chi2$-distributions (after taking squares in all coordinates).