Probabilistic proof of product formulas for Bessel functions

DOI10.3150/14-BEJ649zbMATH Open1364.33009arXiv1202.5165OpenAlexW1713616635MaRDI QIDQ888486FDOQ888486

Authors: Luc Deleaval, Nizar Demni 

Publication date: 30 October 2015

Published in: Bernoulli (Search for Journal in Brave)

Abstract: We write, for geometric index values, a probabilistic proof of the product formula for spherical Bessel functions. Our proof has the merit to carry over without any further effort to Bessel-type hypergeometric functions of one matrix argument. Moreover, the representative probability distribution involved in the matrix setting is shown to be closely related to matrix-variate normal distributions and to the symmetrization of upper-left corners of Haar distributed orthogonal matrices. Once we did, we use the latter relation to perform a detailed analysis of this probability distribution. In case it is absolutely continuous with respect to Lebesgue measure on the space of real symmetric matrices, the product formula for Bessel-type hypergeometric functions of two matrix arguments is obtained from Weyl integration formula.

Full work available at URL: https://arxiv.org/abs/1202.5165

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zbMATH Keywords

conditional independencehypergeometric functionsproduct formulamatrix-variate normal distribution

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Bessel and Airy functions, cylinder functions, ({}_0F_1) (33C10)

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