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arXiv:2102.12681 [math.PR]AbstractReferencesReviewsResources

Transition Density of an Infinite-dimensional diffusion with the Jack Parameter

Youzhou Zhou

Published 2021-02-25Version 1

An infinite-dimensional diffusion with the Jack parameter is constructed by Olshanski in \cite{Ol_2}, and an explicit transition density is also obtained by Korotkikh through eigen expansion in \cite{SY_K}. We will rearrange the transition density in \cite{SY_K} to get a new expression, which has nice probabilistic interpretations.

Comments: 7 pages
Categories: math.PR
Subjects: 60J60, 60C05
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