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arXiv · 1608.01597

Intertwinings of beta-Dyson Brownian motions of different dimensions

Kavita Ramanan·Mykhaylo Shkolnikov
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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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Kavita Ramanan, Mykhaylo Shkolnikov. 2016-08-04. Intertwinings of beta-Dyson Brownian motions of different dimensions. https://arxiv.org/abs/1608.01597

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