| ID | 68721 |
| フルテキストURL | |
| 著者 |
Bufetov, Alexander I.
Steklov Mathematical Institute of RAS
Kawamoto, Yosuke
Graduate School of Environmental, Life, Natural Science and Technology, Okayama University
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| 抄録 | We investigate the intertwining of Laguerre processes of parameter α in different dimensions. We introduce a Feller kernel that depends on α and intertwines the α-Laguerre process in N + 1 dimensions and that in N dimensions. When α is a non-negative integer, the new kernel is interpreted in terms of the conditional distribution of the squared singular values: if the singular values of a unitarily invariant random matrix of order (N+α+1)×(N+1) are fixed, then the those of its (N+α) × N truncation matrix are given by the new kernel.
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| キーワード | Random matrices
Intertwining relation
Interacting Brownian motions
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| 備考 | The version of record of this article, first published in Journal of Statistical Physics, is available online at Publisher’s website: http://dx.doi.org/10.1007/s10955-025-03441-w
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| 発行日 | 2025-04-16
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| 出版物タイトル |
Journal of Statistical Physics
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| 巻 | 192巻
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| 号 | 5号
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| 出版者 | Springer Science and Business Media LLC
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| 開始ページ | 58
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| ISSN | 1572-9613
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| 資料タイプ |
学術雑誌論文
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| 言語 |
英語
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| OAI-PMH Set |
岡山大学
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| 著作権者 | © The Author(s) 2025
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| 論文のバージョン | publisher
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| DOI | |
| Web of Science KeyUT | |
| 関連URL | isVersionOf https://doi.org/10.1007/s10955-025-03441-w
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| ライセンス | http://creativecommons.org/licenses/by/4.0/
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| Citation | Bufetov, A.I., Kawamoto, Y. The Intertwining Property for Laguerre Processes with a Fixed Parameter. J Stat Phys 192, 58 (2025). https://doi.org/10.1007/s10955-025-03441-w
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| 助成機関名 |
Okayama University
Ministry of Science and Higher Education of the Russian Federation
Japan Society for the Promotion of Science
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| 助成番号 | JP21K13812
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