Integral Kernels on Complex Symmetric Spaces and for the Dyson Brownian Motion

TL;DR

This paper studies integral kernels on complex symmetric spaces, introduces a new construction method using alternating sums, analyzes their asymptotics, and applies findings to Dyson Brownian Motion.

Contribution

It presents a novel alternating sum method for constructing invariant kernels on complex symmetric spaces and explores their asymptotic properties, with applications to Dyson Brownian Motion.

Findings

New alternating sum formulas for kernels

Asymptotic behavior of integral kernels derived

Application to Dyson Brownian Motion demonstrated

Abstract

In this article, we consider flat and curved Riemannian symmetric spaces in the complex case and we study their basic integral kernels, in potential and spherical analysis: heat, Newton, Poisson kernels and spherical functions, i.e. the kernel of the spherical Fourier transform. We introduce and exploit a simple new method of construction of these $W$-invariant kernels by alternating sum formulas. We then use the alternating sum representation of these kernels to obtain their asymptotic behavior. We apply our results to the Dyson Brownian Motion on $R^d$.