Non-symmetric hitting distributions on the hyperbolic half-plane and subordinated perpetuities
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Publication:698303
DOI10.4171/RMI/305zbMath1001.60018OpenAlexW2050345827MaRDI QIDQ698303
Alessandro Figà-Talamanca, Marc Yor, Paolo Baldi, Enrico Casadio Tarabusi
Publication date: 15 December 2002
Published in: Revista Matemática Iberoamericana (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/39659
Probability distributions: general theory (60E05) Diffusion processes (60J60) Stochastic integrals (60H05)
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Operator level limit of the circular Jacobi β-ensemble ⋮ The Dirichlet problem for standard weighted Laplacians in the upper half plane ⋮ Fluctuations of the product of random matrices and generalized Lyapunov exponent ⋮ Generalized axially symmetric potentials with distributional boundary values ⋮ On potential theory of hyperbolic Brownian motion with drift ⋮ Poisson kernels on semi-direct products of abelian groups ⋮ Hyperbolic harmonic functions and hyperbolic Brownian motion ⋮ Exit times densities of the Bessel process ⋮ A matrix Bougerol identity and the Hua-Pickrell measures ⋮ Poisson kernels of half-spaces in real hyperbolic spaces
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