Zonal polynomials and a multidimensional quantum Bessel process

Wojciech Matysiak and Marcin Świeca

Stochastic Processes and their Applications, 2015, vol. 125, issue 9, 3430-3457

Abstract: Using the machinery of zonal polynomials, we construct a Markov process which is a multidimensional analogue of Biane’s quantum Bessel process.

Keywords: Quantum Bessel process; Markov process; Gelfand pairs; Zonal polynomials; Hypergeometric functions of matrix arguments; Quadratic harnesses (search for similar items in EconPapers)
Date: 2015
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DOI: 10.1016/j.spa.2015.05.004

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