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Intertwinings of beta-Dyson Brownian motions of different dimensions (1608.01597v1)
Published 4 Aug 2016 in math.PR
Abstract: We show that for all positive beta the semigroups of beta-Dyson Brownian motions of different dimensions are intertwined. The proof relates beta-Dyson Brownian motions directly to Jack symmetric polynomials and omits an approximation of the former by discrete space Markov chains, thereby disposing of the technical assumption beta>1 in [GS]. The corresponding results for beta-Dyson Ornstein-Uhlenbeck processes are also presented.
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