β-Jacobi processes

DOI10.1515/APAM.2010.019zbMATH Open1207.60042arXiv0901.0324OpenAlexW2062996940MaRDI QIDQ4933461FDOQ4933461

Nizar Demni

Publication date: 13 October 2010

Published in: Advances in Pure and Applied Mathematics (Search for Journal in Brave)

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.

Full work available at URL: https://arxiv.org/abs/0901.0324

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zbMATH Keywords

hitting timemultivariate Jacobi polynomialsstrong uniqueness\(\beta\)-Jacobi processesprincipal Weyl alcoveroot system of type \(BC\)

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Random operators and equations (aspects of stochastic analysis) (60H25)

Cites Work

• Non‐Colliding Brownian Motions on the Circle
• Certain Hypergeometric Series Related to the Root System BC
• Large deviations for statistics of the Jacobi process
• Symmetry of matrix-valued stochastic processes and noncolliding diffusion particle systems
• Title not available (Why is that?)
• Diffusing particles with electrostatic repulsion
• Brownian motion in a Weyl chamber, non-colliding particles, and random matrices
• Brownian particles with electrostatic repulsion on the circle: Dyson's model for unitary random matrices revisited
• Noncolliding Jacobi processes as limits of Markov chains on the Gelfand-Tsetlin graph
• The Heckman-Opdam Markov processes

Cited In (20)

• Limit theorems for Jacobi ensembles with large parameters
• Dip-ramp-plateau for Dyson Brownian motion from the identity on \(U(N)\)
• Multidimensional Yamada-Watanabe theorem and its applications to particle systems
• Relating moments of self-adjoint polynomials in two orthogonal projections
• Interlacing adjacent levels of \(\beta\)-Jacobi corners processes
• Jacobi radial stable processes
• On the differential equations of frozen Calogero-Moser-Sutherland particle models
• Intertwinings for general \(\beta\)-Laguerre and \(\beta\)-Jacobi processes
• The Hermitian Jacobi process: a simplified formula for the moments and application to optical fiber MIMO channels
• Elementary symmetric polynomials and martingales for Heckman-Opdam processes
• Universality classes for general random matrix flows
• Some martingales associated with multivariate Jacobi processes and Aomoto's Selberg integral
• Fluctuations of \(\beta\)-Jacobi product processes
• The boundary of the orbital beta process
• Beta Jacobi ensembles and associated Jacobi polynomials
• Dirichlet form analysis of the Jacobi process
• Moments of the Hermitian matrix Jacobi process
• Limit theorems for beta-Jacobi ensembles
• Limit theorems and soft edge of freezing random matrix models via dual orthogonal polynomials
• Freezing limits for Calogero–Moser–Sutherland particle models

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