Wigner- and Marchenko-Pastur-type limits for Jacobi processes

Martin Auer, Michael Voit, Jeannette H. C. Woerner

We study Jacobi processes $(X_t{)}_{t\ge 0}$ on the compact spaces $[-1,1{]}^N$ and on the noncompact spaces $[1,\infty {[}^N$ which are motivated by the Heckman-Opdam theory for the roo…