β-Jacobi processes
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Publication:4933461
Abstract: We define and study a multidimensional process that generalizes the eigenvalues of matrix Jacobi processes on the one hand and whose stationary distribution is given by the beta Jacobi ensemble on the other hand.
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Cites work
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- Brownian particles with electrostatic repulsion on the circle: Dyson's model for unitary random matrices revisited
- Certain Hypergeometric Series Related to the Root System BC
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- scientific article; zbMATH DE number 2177280 (Why is no real title available?)
- Large deviations for statistics of the Jacobi process
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- Non‐Colliding Brownian Motions on the Circle
- Symmetry of matrix-valued stochastic processes and noncolliding diffusion particle systems
- The Heckman-Opdam Markov processes
Cited in
(26)- Jacobi radial stable processes
- Interlacing adjacent levels of \(\beta\)-Jacobi corners processes
- Moments of the Hermitian matrix Jacobi process
- The Hermitian Jacobi process: a simplified formula for the moments and application to optical fiber MIMO channels
- Relating moments of self-adjoint polynomials in two orthogonal projections
- Fluctuations of \(\beta\)-Jacobi product processes
- Universality classes for general random matrix flows
- Some martingales associated with multivariate Jacobi processes and Aomoto's Selberg integral
- Beta Jacobi ensembles and associated Jacobi polynomials
- Intertwinings for general \(\beta\)-Laguerre and \(\beta\)-Jacobi processes
- Dirichlet form analysis of the Jacobi process
- Limit theorems for beta-Jacobi ensembles
- Limit theorems and soft edge of freezing random matrix models via dual orthogonal polynomials
- Elementary symmetric polynomials and martingales for Heckman-Opdam processes
- The boundary of the orbital beta process
- Multidimensional Yamada-Watanabe theorem and its applications to particle systems
- Freezing limits for Calogero–Moser–Sutherland particle models
- Dip-ramp-plateau for Dyson Brownian motion from the identity on U(N)
- On the differential equations of frozen Calogero-Moser-Sutherland particle models
- From martingales to multivalued stochastic differential equations in polyhedral domains: a tribute to Dominique Lépingle
- Long time behavior of general Markov additive processes
- Moments of the free Jacobi process: a matrix approach
- Classical beta ensembles and related eigenvalues processes at high temperature and the Markov-Krein transform
- A convergence framework for \(\mathrm{Airy}_\beta\) line ensemble via pole evolution
- Beta Jacobi ensembles and associated Jacobi polynomials. II
- Limit theorems for Jacobi ensembles with large parameters
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