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Mathematics > Probability
Title: Moments of the free Jacobi process: a matrix approach
(Submitted on 17 Apr 2024)
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.
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