Explicit expressions of the Hua-Pickrell semigroup

DOI10.1137/S0040585X97T990885MaRDI QIDQ5097172FDOQ5097172

Authors: Jonas Arista, Nizar Demni 

Publication date: 22 August 2022

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2008.07195

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zbMATH Keywords

Bougerol's identityexponential functionalsassociated Legendre functionRouth-Romanovski polynomialsHua-Pickrell diffusion

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX) Diffusion (76R50)

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Cited In (4)

• Explicit expressions of the Hua-Pickrell semi-group
• A matrix Bougerol identity and the Hua-Pickrell measures
• Exact solution of interacting particle systems related to random matrices
• Freezing limits for beta-Cauchy ensembles

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