Related papers: The intertwining property for $\beta $-Laguerre pr…

For the $\beta$-Hermite, Laguerre, and Jacobi ensembles of dimension $N$ there exist central limit theorems for the freezing case $\beta\to\infty$ such that the associated means and covariances can be expressed in terms of the associated…

In this paper, we establish sharp two-sided heat kernel estimates for a large class of symmetric Markov processes in exterior $C^{1,\eta}$ open sets for all $t> 0$. The processes are symmetric pure jump Markov processes with jumping kernel…

We review properties of confluent functions and the closely related Laguerre polynomials, and determine their bilinear integrals. As is well-known, these integrals are convergent only for a limited range of parameters. However, when one…

We consider a deformation of Kerov character polynomials, linked to Jack symmetric functions. It has been introduced recently by M. Lassalle, who formulated several conjectures on these objects, suggesting some underlying combinatorics. We…

We consider the asymptotic expansion of the heat kernel of a generalized Laplacian for $t\to 0^+$ and characterize the coefficients $a_k$ of this expansion by a natural intertwining property. In particular we will give a closed formula for…

We prove sharp pointwise heat kernel estimates for symmetric Markov processes associated with symmetric Dirichlet forms that are local with respect to some coordinates and nonlocal with respect to the remaining coordinates. The main theorem…

The Laguerre functions constitute one of the fundamental basis sets for calculations in atomic and molecular electron-structure theory, with applications in hadronic and nuclear theory as well. While similar in form to the Coulomb…

We offer a detailed treatment of spectral and Weyl-Titchmarsh-Kodaira theory for all self-adjoint Jacobi operator realizations of the differential expression \begin{align*} \tau_{\alpha,\beta} = - (1-x)^{-\alpha} (1+x)^{-\beta}(d/dx)…

We study heat semigroups generated by self-adjoint Laplace operators on metric graphs characterized by the property that the local scattering matrices associated with each vertex of the graph are independent from the spectral parameter. For…

Multivariate versions of classical orthogonal polynomials such as Jacobi, Hahn, Laguerre and Meixner are reviewed and their connection explored by adopting a probabilistic approach. Hahn and Meixner polynomials are interpreted as posterior…

We define Laguerre and Jacobi analogues of the Warren process. That is, we construct local dynamics on a triangular array of particles so that the projections to each level recover the Laguerre and Jacobi eigenvalue processes of…

The Jack symmetric polynomials $P_\lambda^{(\alpha)}$ form a class of symmetric polynomials which are indexed by a partition $\lambda$ and depend rationally on a parameter $\alpha$. They reduced to the Schur polynomials when $\alpha=1$, and…

The present work develops certain analytical tools required to construct and compute invariant kernels on the space of complex covariance matrices. The main result is the $\mathrm{L}^1$--Godement theorem, which states that any invariant…

Integral relations with the Cauchy kernel on a semi-axis for the Laguerre polynomials, the confluent hypergeometric function, and the cylindrical functions are derived. A part of these formulas is obtained by exploiting some properties of…

We develop a framework for establishing the Law of Large Numbers for the eigenvalues in the random matrix ensembles as the size of the matrix goes to infinity simultaneously with the beta (inverse temperature) parameter going to zero. Our…

Intertwining relations for $N$-particle Calogero-like models with internal degrees of freedom are investigated. Starting from the well known Dunkl-Polychronakos operators, we construct new kind of local (without exchange operation)…

This paper will demonstrate some new techniques for developing the theory of Asian (arithmetic average) options pricing. We discuss the basic derivation of the diffusion equations, and how various techniques from potential theory can be…

In a high temperature regime, it was shown in Trinh--Trinh (\emph{J.\ Stat.\ Phys.}\ \textbf{185}(1), Paper No.\ 4, 15 (2021)) that the empirical distribution of beta Jacobi ensembles converges to a limiting probability measure which is…

The magnetic reconnection process is studied in relativistic pair plasmas when the thermal and inertial properties of the magnetohydrodynamical fluid are included. We find that in both Sweet-Parker and Petschek relativistic scenarios there…

We consider the Gibbs measure of a general interacting particle system for a certain class of ``weakly interacting" kernels. In particular, we show that the local point process converges to a Poisson point process as long as the inverse…