Intertwinings of beta-Dyson Brownian motions of different dimensions

2016/08/04 by Ramanan, Kavita, Shkolnikov, Mykhaylo · 1 citation
#33D52 #60H10 #82C22 #FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.1608.01597

Abstract

We show that for all positive beta the semigroups of beta-Dyson Brownian motions of different dimensions are intertwined. The proof relates beta-Dyson Brownian motions directly to Jack symmetric polynomials and omits an approximation of the former by discrete space Markov chains, thereby disposing of the technical assumption beta>1 in [GS]. The corresponding results for beta-Dyson Ornstein-Uhlenbeck processes are also presented.

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• Boundary Feller-Dynkin processes associated with Laguerre processes and Pickrell diffusions

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