Symmetric Diffusions with Polynomial Eigenvectors

DOI10.1007/978-3-319-11292-3_2zbMath1390.60024arXiv1403.7468OpenAlexW1836913602MaRDI QIDQ5374155

Dominique Bakry

Publication date: 9 April 2018

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1403.7468

zbMATH Keywords

orthogonal polynomialsrandom matricesdiffusion operators

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Diffusion processes (60J60) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

Related Items (6)

Four moments theorems on Markov chaos ⋮ Laplace-Beltrami operator on the orthogonal group in ambient (Euclidean) coordinates ⋮ Polynomial diffusions on compact quadric sets ⋮ Singular and Calabi-Yau varieties linked with billiard trajectories and diffusion operators ⋮ On the hypergroup property ⋮ Diffusion-orthogonal polynomial systems of maximal weighted degree

Cites Work

• Stieltjes functions and discrete classical orthogonal polynomials
• The Helgason Fourier transform for compact Riemannian symmetric spaces of rank one
• Orthogonal polynomials associated with root systems
• Orthogonal polynomials on the unit circle with Fibonacci Verblunsky coefficients. II. Applications
• Orthogonal polynomials and diffusion operators
• Orthogonal polynomials in two variables
• Analysis and Geometry of Markov Diffusion Operators
• Jacobi Polynomials, I. New Proofs of Koornwinder’s Laplace Type Integral Representation and Bateman’s Bilinear Sum
• On the Symmetries of Spherical Harmonics
• Some classical multiple orthogonal polynomials
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