Finite free probability and $S$ transforms of Jacobi processes

Abstract

We calculate the averaged characteristic polynomial and its finite $S-$ transform for the Hermitian Jacobi process at any fixed time $t$. We give a direct proof that this sequence of polynomials solves the backward heat equation linked to the one-dimensional Jacobi operator. We also expand the averaged characteristic polynomials in terms of Jacobi polynomials, using the dual Cauchy identity for multivariate Jacobi polynomials and their mutual orthogonality. The finite free $S-$transform is the finite free version of the free $S$ transform in that it behaves the same way with respect to the (finite) free multiplicative convolution. We present a finite difference and differential equation that the finite free $S$ transform of the averaged characteristic polynomials of the Hermitian Jacobi Process satisfies. In the high-dimensional limit, this yields a partial differential equation for the free $S$- transform of the free Jacobi process. We also prove a general technical lemma about the convergence of the finite differences of the finite free $ S$- transform.