Differential operators of gradient type associated with spherical harmonics
Let be a Brownian motion valued in the complex projective space . Using unitary spherical harmonics of homogeneous degree zero, we derive the densities of and of , and express them through Jacobi polynomials in the simplices of and respectively. More generally, the distribution of may be derived using the decomposition of the unitary spherical harmonics under the action of the unitary group yet computations become tedious. We also revisit the approach initiated in [13] and based on...