β-Jacobi processes

DOI10.1515/APAM.2010.019zbMath1207.60042arXiv0901.0324OpenAlexW2062996940MaRDI QIDQ4933461

Nizar Demni

Publication date: 13 October 2010

Published in: Advances in Pure and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0901.0324

zbMATH Keywords

hitting timemultivariate Jacobi polynomialsstrong uniqueness\(\beta\)-Jacobi processesprincipal Weyl alcoveroot system of type \(BC\)

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Random operators and equations (aspects of stochastic analysis) (60H25)

Related Items (13)

Limit theorems for Jacobi ensembles with large parameters ⋮ Elementary symmetric polynomials and martingales for Heckman-Opdam processes ⋮ Universality classes for general random matrix flows ⋮ Limit theorems for beta-Jacobi ensembles ⋮ Some martingales associated with multivariate Jacobi processes and Aomoto's Selberg integral ⋮ Freezing limits for Calogero–Moser–Sutherland particle models ⋮ Multidimensional Yamada-Watanabe theorem and its applications to particle systems ⋮ Beta Jacobi ensembles and associated Jacobi polynomials ⋮ The Hermitian Jacobi process: a simplified formula for the moments and application to optical fiber MIMO channels ⋮ Limit theorems and soft edge of freezing random matrix models via dual orthogonal polynomials ⋮ Moments of the Hermitian matrix Jacobi process ⋮ Intertwinings for general \(\beta\)-Laguerre and \(\beta\)-Jacobi processes ⋮ Relating moments of self-adjoint polynomials in two orthogonal projections

Cites Work

• Unnamed Item
• The Heckman-Opdam Markov processes
• Large deviations for statistics of the Jacobi process
• Noncolliding Jacobi processes as limits of Markov chains on the Gelfand-Tsetlin graph
• Brownian motion in a Weyl chamber, non-colliding particles, and random matrices
• Diffusing particles with electrostatic repulsion
• Certain Hypergeometric Series Related to the Root System BC
• Brownian particles with electrostatic repulsion on the circle: Dyson's model for unitary random matrices revisited
• Symmetry of matrix-valued stochastic processes and noncolliding diffusion particle systems
• Non‐Colliding Brownian Motions on the Circle

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