Zonal polynomials and a multidimensional quantum Bessel process

DOI10.1016/J.SPA.2015.05.004MaRDI QIDQ491920zbMATH OpenOpenAlexFDO

Authors 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)

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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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