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math.PR2020
Explicit expressions of the Hua-Pickrell semi-group
Jonas Arista, Nizar Demni
In this paper, we study the one-dimensional Hua-Pickrell diffusion. We start by revisiting the stationary case considered by E. Wong for which we supply omitted details and write d…
math.PR2020
The Hermitian Jacobi process: simplified formula for the moments and application to optical fibers MIMO channels
Nizar Demni, Tarek Hamdi, Abdessatar Souissi
Using a change of basis in the algebra of symmetric functions, we compute the moments of the Hermitian Jacobi process. After a careful arrangement of the terms and the evaluation o…