{"page":"243-262","language":[{"iso":"eng"}],"issue":"780","date_updated":"2023-01-24T22:16:21Z","title":"Elementary symmetric polynomials and martingales for Heckman-Opdam processes","publication":"Contemporary Mathematics","abstract":[{"lang":"eng","text":"We consider the generators $L_k$ of Heckman-Opdam diffusion processes in the compact and non-compact case in $N$ dimensions for root systems of type $A$ and $B$, with a multiplicity function of the form $k=κk_0$ with some fixed value $k_0$ and a varying constant $κ\\in\\,[0,\\infty[$. Using elementary symmetric functions, we present polynomials which are simultaneous eigenfunctions of the $L_k$ for all $κ\\in\\,]0,\\infty[$. This leads to martingales associated with the Heckman-Opdam diffusions $ (X_{t,1},\\ldots,X_{t,N})_{t\\ge0}$. As our results extend to the freezing case $κ=\\infty$ with a deterministic limit after some renormalization, we find formulas for the expectations $\\mathbb E(\\prod_{j=1}^N(y-X_{t,j})),$ $y\\in\\mathbb C$."}],"conference":{"name":"Hypergeometry, integrability and Lie theory"},"_id":"38039","status":"public","doi":"10.48550/ARXIV.2108.03228","date_created":"2023-01-23T08:31:27Z","publication_status":"published","year":"2022","author":[{"full_name":"Rösler, Margit","last_name":"Rösler","id":"37390","first_name":"Margit"},{"first_name":"Michael","full_name":"Voit, Michael","last_name":"Voit"}],"user_id":"37390","citation":{"apa":"Rösler, M., &#38; Voit, M. (2022). Elementary symmetric polynomials and martingales for Heckman-Opdam processes. <i>Contemporary Mathematics</i>, <i>780</i>, 243–262. <a href=\"https://doi.org/10.48550/ARXIV.2108.03228\">https://doi.org/10.48550/ARXIV.2108.03228</a>","chicago":"Rösler, Margit, and Michael Voit. “Elementary Symmetric Polynomials and Martingales for Heckman-Opdam Processes.” <i>Contemporary Mathematics</i>, no. 780 (2022): 243–62. <a href=\"https://doi.org/10.48550/ARXIV.2108.03228\">https://doi.org/10.48550/ARXIV.2108.03228</a>.","mla":"Rösler, Margit, and Michael Voit. “Elementary Symmetric Polynomials and Martingales for Heckman-Opdam Processes.” <i>Contemporary Mathematics</i>, no. 780, 2022, pp. 243–62, doi:<a href=\"https://doi.org/10.48550/ARXIV.2108.03228\">10.48550/ARXIV.2108.03228</a>.","ama":"Rösler M, Voit M. Elementary symmetric polynomials and martingales for Heckman-Opdam processes. <i>Contemporary Mathematics</i>. 2022;(780):243-262. doi:<a href=\"https://doi.org/10.48550/ARXIV.2108.03228\">10.48550/ARXIV.2108.03228</a>","ieee":"M. Rösler and M. Voit, “Elementary symmetric polynomials and martingales for Heckman-Opdam processes,” <i>Contemporary Mathematics</i>, no. 780, pp. 243–262, 2022, doi: <a href=\"https://doi.org/10.48550/ARXIV.2108.03228\">10.48550/ARXIV.2108.03228</a>.","bibtex":"@article{Rösler_Voit_2022, title={Elementary symmetric polynomials and martingales for Heckman-Opdam processes}, DOI={<a href=\"https://doi.org/10.48550/ARXIV.2108.03228\">10.48550/ARXIV.2108.03228</a>}, number={780}, journal={Contemporary Mathematics}, author={Rösler, Margit and Voit, Michael}, year={2022}, pages={243–262} }","short":"M. Rösler, M. Voit, Contemporary Mathematics (2022) 243–262."},"type":"journal_article","department":[{"_id":"555"}]}