Intertwinings of beta-Dyson Brownian motions of different dimensions

DOI10.1214/17-AIHP835zbMath1391.60145arXiv1608.01597MaRDI QIDQ1650136

Mykhaylo Shkolnikov, Kavita Ramanan

Publication date: 29 June 2018

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1608.01597

zbMATH Keywords

Dyson Brownian motionsJack symmetric polynomialsintertwiningsDixon-Anderson conditional probability densityDyson Ornstein-Uhlenbeck processesGaussian random matrix ensembles

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Interacting particle systems in time-dependent statistical mechanics (82C22) Basic orthogonal polynomials and functions associated with root systems (Macdonald polynomials, etc.) (33D52)

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