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math.PR2013★ 2 cited
Random symmetric matrices on Clifford algebras
Dominique Bakry, Marguerite Zani
We consider Brownian motions and other processes (Ornstein-Uhlenbeck processes, spherical Brownian motions) on various sets of symmetric matrices constructed from algebra structure…
math.PR2013★ 1 cited
Orthogonal polynomials and diffusion operators
Dominique Bakry, Stepan Orevkov, Marguerite Zani
We want to describe the triplets (Ω, (g), μ) where (g) is the (co)metric associated to some symmetric second order differential operator L defined on the domain Ωof R^d and such th…