Boundary Feller-Dynkin processes associated with Laguerre processes and Pickrell diffusions
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arXiv
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| Natura: | Preprint |
| Pubblicazione: |
2025
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| _version_ | 1866911166420221952 |
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| author | Bufetov, Alexander I. Kawamoto, Yosuke |
| author_facet | Bufetov, Alexander I. Kawamoto, Yosuke |
| contents | In this paper, we construct a Feller-Dynkin boundary process by applying the method of intertwiners to the coherent family, introduced in our previous work, of Laguerre processes with a fixed parameter. The corresponding boundary process is computed explicitly, and it turns out to be a deterministic dynamical system. Since the Pickrell diffusions that leave the Pickrell measure invariant are coherent with respect to the same projective system, we also obtain the stochastic boundary process associated with the coherent family of Pickrell diffusions. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2509_17045 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Boundary Feller-Dynkin processes associated with Laguerre processes and Pickrell diffusions Bufetov, Alexander I. Kawamoto, Yosuke Probability Classical Analysis and ODEs Dynamical Systems Functional Analysis 60B20, 60J60 In this paper, we construct a Feller-Dynkin boundary process by applying the method of intertwiners to the coherent family, introduced in our previous work, of Laguerre processes with a fixed parameter. The corresponding boundary process is computed explicitly, and it turns out to be a deterministic dynamical system. Since the Pickrell diffusions that leave the Pickrell measure invariant are coherent with respect to the same projective system, we also obtain the stochastic boundary process associated with the coherent family of Pickrell diffusions. |
| title | Boundary Feller-Dynkin processes associated with Laguerre processes and Pickrell diffusions |
| topic | Probability Classical Analysis and ODEs Dynamical Systems Functional Analysis 60B20, 60J60 |
| url | https://arxiv.org/abs/2509.17045 |