Hua-Pickrell diffusions and Feller processes on the boundary of the graph of spectra

DOI10.1214/19-AIHP1001zbMath1434.60212arXiv1703.01813OpenAlexW3011461239MaRDI QIDQ2179630

Theodoros Assiotis

Publication date: 13 May 2020

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/1703.01813

zbMATH Keywords

diffusionsFeller processesDyson Brownian motionHua-Pickrell measuresintertwinings

Mathematics Subject Classification ID

Diffusion processes (60J60)

Related Items (11)

Infinite 𝑝-adic random matrices and ergodic decomposition of 𝑝-adic Hua measures ⋮ On a gateway between the Laguerre process and dynamics on partitions ⋮ On a distinguished family of random variables and Painlevé equations ⋮ Explicit Expressions of the Hua--Pickrell Semigroup ⋮ Freezing limits for Calogero–Moser–Sutherland particle models ⋮ Exact solution of interacting particle systems related to random matrices ⋮ Interlacing Diffusions ⋮ A matrix Bougerol identity and the Hua-Pickrell measures ⋮ The boundary of the orbital beta process ⋮ Moments of generalized Cauchy random matrices and continuous-Hahn polynomials ⋮ Freezing limits for beta-Cauchy ensembles

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