Noncolliding Jacobi processes as limits of Markov chains on the Gelfand-Tsetlin graph

DOI10.1007/s10958-009-9416-0zbMath1197.60035arXiv0812.3146MaRDI QIDQ1036995

V. E. Gorin

Publication date: 13 November 2009

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0812.3146

zbMATH Keywords

stationary Markov processes; limit Markov process; multidimensional Jacobi polynomials

Mathematics Subject Classification ID

60J25: Continuous-time Markov processes on general state spaces

60G07: General theory of stochastic processes

60J35: Transition functions, generators and resolvents

Related Items

β-Jacobi processes, Interlacing Diffusions, Markov processes on the duals to infinite-dimensional classical Lie groups, General β-Jacobi Corners Process and the Gaussian Free Field

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