<p>We investigate the intertwining of Laguerre processes of parameter <InlineEquation ID="IEq1"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10955_2025_3441_Article_IEq1.gif" Format="GIF" Height="10" Rendition="HTML" Resolution="72" Type="Linedraw" Width="14" /> </InlineMediaObject> <EquationSource Format="TEX">\(\alpha \)</EquationSource> <EquationSource Format="MATHML"><math> <mi>α</mi> </math></EquationSource> </InlineEquation> in different dimensions. We introduce a Feller kernel that depends on <InlineEquation ID="IEq2"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10955_2025_3441_Article_IEq1.gif" Format="GIF" Height="10" Rendition="HTML" Resolution="72" Type="Linedraw" Width="14" /> </InlineMediaObject> <EquationSource Format="TEX">\(\alpha \)</EquationSource> <EquationSource Format="MATHML"><math> <mi>α</mi> </math></EquationSource> </InlineEquation> and intertwines the <InlineEquation ID="IEq3"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10955_2025_3441_Article_IEq1.gif" Format="GIF" Height="10" Rendition="HTML" Resolution="72" Type="Linedraw" Width="14" /> </InlineMediaObject> <EquationSource Format="TEX">\(\alpha \)</EquationSource> <EquationSource Format="MATHML"><math> <mi>α</mi> </math></EquationSource> </InlineEquation>-Laguerre process in <InlineEquation ID="IEq4"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10955_2025_3441_Article_IEq4.gif" Format="GIF" Height="15" Rendition="HTML" Resolution="72" Type="Linedraw" Width="45" /> </InlineMediaObject> <EquationSource Format="TEX">\(N+1\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>N</mi> <mo>+</mo> <mn>1</mn> </mrow> </math></EquationSource> </InlineEquation> dimensions and that in <i>N</i> dimensions. When <InlineEquation ID="IEq5"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10955_2025_3441_Article_IEq1.gif" Format="GIF" Height="10" Rendition="HTML" Resolution="72" Type="Linedraw" Width="14" /> </InlineMediaObject> <EquationSource Format="TEX">\(\alpha \)</EquationSource> <EquationSource Format="MATHML"><math> <mi>α</mi> </math></EquationSource> </InlineEquation> is a non-negative integer, the new kernel is interpreted in terms of the conditional distribution of the squared singular values: if the singular values of a unitarily invariant random matrix of order <InlineEquation ID="IEq6"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10955_2025_3441_Article_IEq6.gif" Format="GIF" Height="19" Rendition="HTML" Resolution="72" Type="Linedraw" Width="165" /> </InlineMediaObject> <EquationSource Format="TEX">\((N+\alpha +1) \times (N+1)\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mo stretchy="false">(</mo> <mi>N</mi> <mo>+</mo> <mi>α</mi> <mo>+</mo> <mn>1</mn> <mo stretchy="false">)</mo> <mo>×</mo> <mo stretchy="false">(</mo> <mi>N</mi> <mo>+</mo> <mn>1</mn> <mo stretchy="false">)</mo> </mrow> </math></EquationSource> </InlineEquation> are fixed, then the those of its <InlineEquation ID="IEq7"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10955_2025_3441_Article_IEq7.gif" Format="GIF" Height="19" Rendition="HTML" Resolution="72" Type="Linedraw" Width="98" /> </InlineMediaObject> <EquationSource Format="TEX">\((N+\alpha ) \times N \)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mo stretchy="false">(</mo> <mi>N</mi> <mo>+</mo> <mi>α</mi> <mo stretchy="false">)</mo> <mo>×</mo> <mi>N</mi> </mrow> </math></EquationSource> </InlineEquation> truncation matrix are given by the new kernel.</p>

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The Intertwining Property for Laguerre Processes with a Fixed Parameter

  • Alexander I. Bufetov,
  • Yosuke Kawamoto

摘要

We investigate the intertwining of Laguerre processes of parameter \(\alpha \) α in different dimensions. We introduce a Feller kernel that depends on \(\alpha \) α and intertwines the \(\alpha \) α -Laguerre process in \(N+1\) N + 1 dimensions and that in N dimensions. When \(\alpha \) α is a non-negative integer, the new kernel is interpreted in terms of the conditional distribution of the squared singular values: if the singular values of a unitarily invariant random matrix of order \((N+\alpha +1) \times (N+1)\) ( N + α + 1 ) × ( N + 1 ) are fixed, then the those of its \((N+\alpha ) \times N \) ( N + α ) × N truncation matrix are given by the new kernel.