Laguerre and Meixner symmetric functions, and infinite-dimensional diffusion processes

DOI10.1007/s10958-011-0280-3zbMath1296.33021arXiv1009.2037OpenAlexW2963949497MaRDI QIDQ389089

Grigori Olshanski

Publication date: 17 January 2014

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

Full work available at URL: https://arxiv.org/abs/1009.2037

zbMATH Keywords

Schur functionalgebra of symmetric functionsinfinitesimal generator of an infinite-dimensional diffusion processtime-dependent point process

Mathematics Subject Classification ID

Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Connections of hypergeometric functions with groups and algebras, and related topics (33C80) Diffusion processes (60J60) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (11)

The representation ring of the unitary groups and Markov processes of algebraic origin ⋮ On a gateway between the Laguerre process and dynamics on partitions ⋮ On global fluctuations for non-colliding processes ⋮ Difference operators for partitions and some applications ⋮ \(\mathfrak{sl}(2)\) operators and Markov processes on branching graphs ⋮ Markov processes on the path space of the Gelfand-Tsetlin graph and on its boundary ⋮ Markov processes of infinitely many nonintersecting random walks ⋮ Determinantal process starting from an orthogonal symmetry is a Pfaffian process ⋮ Infinite-dimensional stochastic differential equations related to Bessel random point fields ⋮ Elements of the q-Askey scheme in the algebra of symmetric functions ⋮ On spherical unitary representations of groups of spheromorphisms of Bruhat-Tits trees

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