A truncated bivariate Cauchy distribution.
2000 Mathematics Subject Classification: 33A65, 33C20.A unifed group-theoretic method of obtaining more general class of generating functions from a given class of improper partial semi-bilateral generating functions involving Laguerre and Gegenbauer polynomials are discussed.
The group SU(1,d) acts naturally on the Hilbert space , where B is the unit ball of and the weighted measure . It is proved that the irreducible decomposition of the space has finitely many discrete parts and a continuous part. Each discrete part corresponds to a zero of the generalized Harish-Chandra c-function in the lower half plane. The discrete parts are studied via invariant Cauchy-Riemann operators. The representations on the discrete parts are equivalent to actions on some holomorphic...
We introduce the analogue of Dunkl processes in the case of an affine root system of type . The construction of the affine Dunkl process is achieved by a skew-product decomposition by means of its radial part and a jump process on the affine Weyl group, where the radial part of the affine Dunkl process is given by a Gaussian process on the ultraspherical hypergroup . We prove that the affine Dunkl process is a càdlàg Markov process as well as a local martingale, study its jumps, and give a martingale...