MOMENTS OF THE FREE JACOBI PROCESS: A MATRIX APPROACH

Nizar Demni, Tarek Hamdi

Research output: Contribution to journalArticlepeer-review

Abstract

We compute the large size limit of the moment formula derived in [14] for the Hermitian Jacobi process at fixed time. Our computations rely on the polynomial division algorithm which allows to obtain cancellations similar to those obtained in Lemma 3 in [3]. 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 4F3functions taken at unity.

Original languageEnglish (US)
JournalCanadian Mathematical Bulletin
DOIs
StateAccepted/In press - 2025

Keywords

  • Carlitz summation formula
  • complete ordinary Bell polynomial
  • free Jacobi process
  • generalized Chu-Vandermonde identity
  • Hermitian Jacobi process
  • hypergeometric functions
  • Method of moments

ASJC Scopus subject areas

  • General Mathematics

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