IDEAS home Printed from https://ideas.repec.org/a/eee/spapps/v125y2015i9p3430-3457.html
   My bibliography  Save this article

Zonal polynomials and a multidimensional quantum Bessel process

Author

Listed:
  • 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
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S030441491500126X
    Download Restriction: Full text for ScienceDirect subscribers only

    File URL: https://libkey.io/10.1016/j.spa.2015.05.004?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    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.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    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.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Kassberger, Stefan & Liebmann, Thomas, 2012. "When are path-dependent payoffs suboptimal?," Journal of Banking & Finance, Elsevier, vol. 36(5), pages 1304-1310.
    2. Peligrad, Magda, 2020. "A new CLT for additive functionals of Markov chains," Stochastic Processes and their Applications, Elsevier, vol. 130(9), pages 5695-5708.
    3. 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.
    4. Wojciech Matysiak, 2017. "Hypergroups and Quantum Bessel Processes of Non-integer Dimensions," Journal of Theoretical Probability, Springer, vol. 30(4), pages 1677-1691, December.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:spapps:v:125:y:2015:i:9:p:3430-3457. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/505572/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.