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math.PR2006★ 2 cited
Large Deviations for Statistics of Jacobi Process
Nizar Demni, Marguerite Zani
In this paper, we derive a handable expression for the Jacobi process semi group which is given by a bilinear series involving Jacobi polynomials. Our attempt uses a subordination…
math.PR2006★ 1 cited
Laguerre Process and Generalised Hartman-Watson Law
Nizar Demni
In this paper, we study complex Wishart processes or the so-called Laguerre processes. We give some interest to the behaviour of the eigenvalues process, derive some useful SDE and…