{ "id": "2102.12681", "version": "v1", "published": "2021-02-25T04:42:41.000Z", "updated": "2021-02-25T04:42:41.000Z", "title": "Transition Density of an Infinite-dimensional diffusion with the Jack Parameter", "authors": [ "Youzhou Zhou" ], "comment": "7 pages", "categories": [ "math.PR" ], "abstract": "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.", "revisions": [ { "version": "v1", "updated": "2021-02-25T04:42:41.000Z" } ], "analyses": { "subjects": [ "60J60", "60C05" ], "keywords": [ "infinite-dimensional diffusion", "jack parameter", "nice probabilistic interpretations", "explicit transition density", "eigen expansion" ], "note": { "typesetting": "TeX", "pages": 7, "language": "en", "license": "arXiv", "status": "editable" } } }