Positivity conjecture for the multivariate Bessel addition law
Positivity conjecture for the multivariate Bessel addition law
Let , and let and be -tuples. The distribution is defined through the multivariate Bessel identity
Positivity conjecture. For every such and , there exists a probability measure on -tuples satisfying the identity for all .
The identity is known to define a compactly supported generalized function or distribution of total mass , but it is not known in general whether this distribution is positive and hence a probability measure. The conjecture would provide a probabilistic interpretation of the Bessel addition law and is relevant to addition problems for general beta random matrices.
Sources & referencesView supporting material
Primary source
Florent Benaych-Georges, Cesar Cuenca and Vadim Gorin, “Matrix addition and the Dunkl transform at high temperature”, arXiv:2105.03795 (2022).
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