Two stochastic models of a random walk in the \(\mathrm U(n)\)-spherical duals of \(U(n+1)\)

DOI10.1007/s10231-011-0232-zzbMath1279.60010arXiv1010.0720OpenAlexW2150292537MaRDI QIDQ1954225

F. Alberto Gruenbaum, Juan Tirao, Inés Pacharoni

Publication date: 20 June 2013

Published in: Annali di Matematica Pura ed Applicata. Serie Quarta (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1010.0720

zbMATH Keywords

Young diagramsmatrix orthogonal polynomialsurn modelsrandom walks on the dual of \(U(n)\), random walks

Mathematics Subject Classification ID

Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Stochastic processes (60G99) Representations of Lie and linear algebraic groups over real fields: analytic methods (22E45) Transition functions, generators and resolvents (60J35) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

Related Items (7)

Some bivariate stochastic models arising from group representation theory ⋮ Stochastic LU factorizations, Darboux transformations and urn models ⋮ An urn model for the Jacobi-Piñeiro polynomials ⋮ The spectral matrices associated with the stochastic Darboux transformations of random walks on the integers ⋮ Spectral methods for bivariate Markov processes with diffusion and discrete components and a variant of the Wright-Fisher model ⋮ Spherical functions associated with the three-dimensional sphere ⋮ Stochastic Darboux transformations for quasi-birth-and-death processes and urn models

Cites Work

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• MATRIX VALUED SPHERICAL FUNCTIONS ASSOCIATED TO THE THREE DIMENSIONAL HYPERBOLIC SPACE
• Matrix Measures and Random Walks with a Block Tridiagonal Transition Matrix
• The matrix-valued hypergeometric equation
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