2 papers
math.PR2026
Hua-Pickrell diffusions and differential equations related with pseudo-Jacobi polynomials
Martin Auer, Michael Voit
Following Assiotis (2020), we study general -Hua-Pickrell diffusions of particles on as solutions of the stochastic differential equations (SDEs) $$dX_{j,t}=\sq…
math.PR2025
An explicit formula for free multiplicative Brownian motions via spherical functions
Martin Auer, Michael Voit
After some normalization, the logarithms of the ordered singular values of Brownian motions on with form Weyl-group invariant Hec…