Explicit Expressions of the Hua--Pickrell Semigroup

DOI10.1137/S0040585X97T990885MaRDI QIDQ5097172

Jonas Arista, Nizar Demni

Publication date: 22 August 2022

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2008.07195

zbMATH Keywords

exponential functionalsBougerol's identityassociated Legendre functionRouth-Romanovski polynomialsHua-Pickrell diffusion

Mathematics Subject Classification ID

Diffusion (76R50) Statistical mechanics, structure of matter (82-XX)

Related Items (2)

Exact solution of interacting particle systems related to random matrices ⋮ Freezing limits for beta-Cauchy ensembles

Cites Work

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