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Mathematics > Probability

Title: Moments of the free Jacobi process: a matrix approach

Abstract: We compute the large size limit of the moment formula derived in \cite{DHS} for the Hermitian Jacobi process at fixed time. In particular, we identify the terms contributing to the limit and show they satisfy a double recurrence relation. We also determine explicitly some of them and revisit a special case relying on Carlitz summation identity for terminating $1$-balanced ${}_4F_3$ functions taken at unity.
Subjects: Probability (math.PR); Combinatorics (math.CO); Operator Algebras (math.OA)
MSC classes: 46L54, 15B52, 60B20, 33C80
Cite as: arXiv:2404.11708 [math.PR]
  (or arXiv:2404.11708v1 [math.PR] for this version)

Submission history

From: Tarek Hamdi [view email]
[v1] Wed, 17 Apr 2024 19:21:51 GMT (18kb)

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