Noncolliding Jacobi processes as limits of Markov chains on the Gelfand-Tsetlin graph

DOI10.1007/s10958-009-9416-0zbMath1197.60035arXiv0812.3146OpenAlexW2115943569MaRDI QIDQ1036995

V. E. Gorin

Publication date: 13 November 2009

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0812.3146

zbMATH Keywords

stationary Markov processeslimit Markov processmultidimensional Jacobi polynomials

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) General theory of stochastic processes (60G07) Transition functions, generators and resolvents (60J35)

Related Items (4)

Markov processes on the duals to infinite-dimensional classical Lie groups ⋮ General β-Jacobi Corners Process and the Gaussian Free Field ⋮ Interlacing Diffusions ⋮ β-Jacobi processes

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