Zonal polynomials and a multidimensional quantum Bessel process

DOI10.1016/j.spa.2015.05.004zbMath1327.60144OpenAlexW296590858MaRDI QIDQ491920

Wojciech Matysiak, Marcin Świeca

Publication date: 19 August 2015

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2015.05.004

zbMATH Keywords

Gelfand pairsMarkov processzonal polynomialsmatrix hypergeometric functionsquadratic harnessesquantum Bessel process

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Connections of hypergeometric functions with groups and algebras, and related topics (33C80) Diffusion processes (60J60) Analysis on real and complex Lie groups (22E30) Spherical harmonics (33C55)

Related Items (3)

Infinitesimal generators for a class of polynomial processes ⋮ Asymmetric simple exclusion process with open boundaries and quadratic harnesses ⋮ Hypergroups and quantum Bessel processes of non-integer dimensions

Cites Work

• Zonal polynomials of the real positive definite symmetric matrices
• L\({}^ p\) harmonic analysis and Radon transforms on the Heisenberg group
• Askey-Wilson polynomials, quadratic harnesses and martingales
• Introduction to harmonic analysis and generalized Gelfand pairs
• Deux cours d'analyse harmonique. École d'Été d'Analyse Harmonique de Tunis, 1984
• Bounded \(K\)-spherical functions on Heisenberg groups
• The Calogero-Sutherland model and generalized classical polynomials
• Harmonic analysis on the Heisenberg group
• Conditional moments of \(q\)-Meixner processes
• Bilinear forms and zonal polynomials
• The bi-Poisson process: A quadratic harness
• Harnesses, Lévy bridges and Monsieur Jourdain
• The classical bi-Poisson process: an invertible quadratic harness
• On Gelfand Pairs Associated with Solvable Lie Groups
• Quadratic harnesses, $q$-commutations, and orthogonal martingale polynomials
• Invariant differential operators on the Heisenberg group and Meixner–Pollaczek polynomials
• Introduction to Random Walks on Noncommutative Spaces
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Zonal polynomials and a multidimensional quantum Bessel process