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Zonal polynomials and a multidimensional quantum Bessel process

Author

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  • Matysiak, Wojciech
  • Świeca, Marcin

Abstract

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

Suggested Citation

  • Matysiak, Wojciech & Świeca, Marcin, 2015. "Zonal polynomials and a multidimensional quantum Bessel process," Stochastic Processes and their Applications, Elsevier, vol. 125(9), pages 3430-3457.
    • Handle: RePEc:eee:spapps:v:125:y:2015:i:9:p:3430-3457
    DOI: 10.1016/j.spa.2015.05.004
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    References listed on IDEAS

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    1. Mansuy, Roger & Yor, Marc, 2005. "Harnesses, Lévy bridges and Monsieur Jourdain," Stochastic Processes and their Applications, Elsevier, vol. 115(2), pages 329-338, February.
    2. Bryc, Wlodzimierz & Wesolowski, Jacek, 2006. "The classical bi-Poisson process: An invertible quadratic harness," Statistics & Probability Letters, Elsevier, vol. 76(15), pages 1664-1674, September.
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    Cited by:

    1. Wojciech Matysiak, 2017. "Hypergroups and Quantum Bessel Processes of Non-integer Dimensions," Journal of Theoretical Probability, Springer, vol. 30(4), pages 1677-1691, December.

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