The intertwining property for $β$-Laguerre processes and integral operators for Jack polynomials
The aim of this paper is to study intertwining relations for Laguerre process with inverse temperature $β\ge 1$ and parameter $α>-1$. We introduce a Markov kernel that depends on both $β$ and $ α$, and establish new intertwining relations for the $β$-Laguerre processes using this kernel. A key observation is that Jack symmetric polynomials are eigenfunctions of our Markov kernel, which allows us to apply a method established by Ramanan and Shkolnikov. Additionally, as a by-product, we derive an integral formula for multivariate Laguerre polynomials and multivariate hypergeometric functions associated with Jack polynomials.
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