Zonal polynomials and a multidimensional quantum Bessel process

DOI10.1016/J.SPA.2015.05.004zbMATH Open1327.60144OpenAlexW296590858MaRDI QIDQ491920FDOQ491920

W. Matysiak, Marcin Świeca

Publication date: 19 August 2015

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2015.05.004

zbMATH Keywords

Markov processGelfand pairszonal polynomialsmatrix hypergeometric functionsquadratic harnessesquantum Bessel process

Mathematics Subject Classification ID

Diffusion processes (60J60) Continuous-time Markov processes on general state spaces (60J25) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Spherical harmonics (33C55) Analysis on real and complex Lie groups (22E30) Connections of hypergeometric functions with groups and algebras, and related topics (33C80)

Cites Work

• Zonal polynomials of the real positive definite symmetric matrices
• Title not available (Why is that?)
• Bounded \(K\)-spherical functions on Heisenberg groups
• The Calogero-Sutherland model and generalized classical polynomials
• Title not available (Why is that?)
• Title not available (Why is that?)
• Harmonic analysis on the Heisenberg group
• Bilinear forms and zonal polynomials
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• Quadratic harnesses, $q$-commutations, and orthogonal martingale polynomials
• Introduction to Random Walks on Noncommutative Spaces
• On Gelfand Pairs Associated with Solvable Lie Groups
• L\({}^ p\) harmonic analysis and Radon transforms on the Heisenberg group
• Introduction to harmonic analysis and generalized Gelfand pairs
• Harnesses, Lévy bridges and Monsieur Jourdain
• The classical bi-Poisson process: an invertible quadratic harness
• Deux cours d'analyse harmonique. École d'Été d'Analyse Harmonique de Tunis, 1984
• The bi-Poisson process: A quadratic harness
• Olshanski spherical pairs related to the Heisenberg group
• Title not available (Why is that?)
• Invariant differential operators on the Heisenberg group and Meixner–Pollaczek polynomials
• Askey-Wilson polynomials, quadratic harnesses and martingales

Cited In (4)

• Infinitesimal generators for a class of polynomial processes
• Asymmetric simple exclusion process with open boundaries and quadratic harnesses
• Hypergroups and quantum Bessel processes of non-integer dimensions
• Quantum zonal spherical functions and Macdonald polynomials

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