Continuous Association Schemes and Hypergroups

Classical finite association schemes lead to a finite-dimensional algebras which are generated by finitely many stochastic matrices. Moreover, there exist associated finite hypergroups. The notion of classical discrete association schemes can be easily extended to the possibly infinite case. Moreover, the notion of association schemes can be relaxed slightly by using suitably deformed families of stochastic matrices by skipping the integrality conditions. This leads to larger class of examples which are again associated to discrete hypergroups. In this paper we propose a topological generalization of the notion of association schemes by using a locally compact basis space $X$ and a family of Markov-kernels on $X$ indexed by a further locally compact space $D$ where the supports of the associated probability measures satisfy some partition property. These objects, called continuous association schemes, will be related to hypergroup structures on $D$. We study some basic results for this new notion and present several classes of examples. It turns out that for a given commutative hypergroup the existence of an associated continuous association scheme implies that the hypergroup has many features of a double coset hypergroup. We in particular show that commutative hypergroups, which are associated with commutative continuous association schemes, carry dual positive product formulas for the characters. On the other hand, we prove some rigidity results in particular in the compact case which say that for given spaces $X,D$ there are only a few continuous association schemes

Integral representation and sharp asymptotic results for some Heckman-Opdam hypergeometric functions of type BC

The Heckman-Opdam hypergeometric functions of type BC extend classical Jacobi functions in one variable and include the spherical functions of non-compact Grassmann manifolds over the real, complex or quaternionic numbers. There are various limit transitions known for such hypergeometric functions. In the present paper, we use an explicit form of the Harish-Chandra integral representation as well as an interpolated variant, in order to obtain limit results for three continuous classes of hypergeometric functions of type BC which are distinguished by explicit, sharp and uniform error bounds. The first limit realizes the approximation of the spherical functions of infinite dimensional Grassmannians of fixed rank; here hypergeometric functions of type A appear as limits. The second limit is a contraction limit towards Bessel functions of Dunkl type

A Limit Relation for Dunkl-Bessel Functions of Type A and B

We prove a limit relation for the Dunkl-Bessel function of type $B_N$ with multiplicity parameters $k_1$ on the roots $\pm e_i$ and $k_2$ on $\pm e_i\pm e_j$ where $k_1$ tends to infinity and the arguments are suitably scaled. It gives a good approximation in terms of the Dunkl-type Bessel function of type $A_{N-1}$ with multiplicity $k_2$. For certain values of $k_2$ an improved estimate is obtained from a corresponding limit relation for Bessel functions on matrix cones.Comment: This is a contribution to the Special Issue on Dunkl Operators and Related Topics, published in SIGMA (Symmetry, Integrability and Geometry: Methods and Applications) at http://www.emis.de/journals/SIGMA

Olshanski spherical functions for infinite dimensional motion groups of fixed rank

Consider the Gelfand pairs $(G_p,K_p):=(M_{p,q} \rtimes U_p,U_p)$ associated with motion groups over the fields $\mathbb F=\mathbb R,\mathbb C,\mathbb H$ with $p\geq q$ and fixed $q$ as well as the inductive limit $p\to\infty$,the Olshanski spherical pair $(G_\infty,K_\infty)$. We classify all Olshanski spherical functions of $(G_\infty,K_\infty)$ as functions on the cone $\Pi_q$ of positive semidefinite $q\times q$-matrices and show that they appear as (locally) uniform limits of spherical functions of $(G_p,K_p)$ as $p\to\infty$. The latter are given by Bessel functions on $\Pi_q$. Moreover, we determine all positive definite Olshanski spherical functions and discuss related positive integral representations for matrix Bessel functions. We also extend the results to the pairs $(M_{p,q} \rtimes (U_p\times U_q),(U_p\times U_q))$ which are related to the Cartan motion groups of non-compact Grassmannians. Here Dunkl-Bessel functions of type B (for finite $p$) and of type A (for $p\to\infty$) appear as spherical functions

Product formulas for a two-parameter family of Heckman-Opdam hypergeometric functions of type BC

In this paper we present explicit product formulas for a continuous two-parameter family of Heckman-Opdam hypergeometric functions of type BC on Weyl chambers $C_q\subset \mathbb R^q$ of type $B$. These formulas are related to continuous one-parameter families of probability-preserving convolution structures on $C_q\times\mathbb R$. These convolutions on $C_q\times\mathbb R$ are constructed via product formulas for the spherical functions of the symmetric spaces $U(p,q)/ (U(p)\times SU(q))$ and associated double coset convolutions on $C_q\times\mathbb T$ with the torus $\mathbb T$. We shall obtain positive product formulas for a restricted parameter set only, while the associated convolutions are always norm-decreasing. Our paper is related to recent positive product formulas of R\"osler for three series of Heckman-Opdam hypergeometric functions of type BC as well as to classical product formulas for Jacobi functions of Koornwinder and Trimeche for rank $q=1$

Dispersion and limit theorems for random walks associated with hypergeometric functions of type BC

The spherical functions of the noncompact Grassmann manifolds $G_{p,q}(\mathbb F)=G/K$ over the (skew-)fields $\mathbb F=\mathbb R, \mathbb C, \mathbb H$ with rank $q\ge1$ and dimension parameter $p>q$ can be described as Heckman-Opdam hypergeometric functions of type BC, where the double coset space $G//K$ is identified with the Weyl chamber $C_q^B\subset \mathbb R^q$ of type B. The corresponding product formulas and Harish-Chandra integral representations were recently written down by M. R\"osler and the author in an explicit way such that both formulas can be extended analytically to all real parameters $p\in[2q-1,\infty[$, and that associated commutative convolution structures $*_p$ on $C_q^B$ exist. In this paper we introduce moment functions and the dispersion of probability measures on $C_q^B$ depending on $*_p$ and study these functions with the aid of this generalized integral representation. Moreover, we derive strong laws of large numbers and central limit theorems for associated time-homogeneous random walks on $(C_q^B, *_p)$ where the moment functions and the dispersion appear in order to determine drift vectors and covariance matrices of these limit laws explicitely. For integers $p$, all results have interpretations for $G$-invariant random walks on the Grassmannians $G/K$. Besides the BC-cases we also study the spaces $GL(q,\mathbb F)/U(q,\mathbb F)$, which are related to Weyl chambers of type A, and for which corresponding results hold. For the rank-one-case $q=1$, the results of this paper are well-known in the context of Jacobi-type hypergroups on $[0,\infty[$.Comment: Extended version of arXiv:1205.4866; some corrections to prior version. Accepted for publication in J. Theor. Proba

Limit theorems for radial random walks on pxq-matrices as p tends to infinity

The radial probability measures on $R^p$ are in a one-to-one correspondence with probability measures on $[0,\infty[$ by taking images of measures w.r.t. the Euclidean norm mapping. For fixed $\nu\in M^1([0,\infty[)$ and each dimension p, we consider i.i.d. $R^p$-valued random variables $X_1^p,X_2^p,...$ with radial laws corresponding to $\nu$ as above. We derive weak and strong laws of large numbers as well as a large deviation principle for the Euclidean length processes $S_k^p:=\|X_1^p+...+X_k^p\|$ as k,p\to\infty in suitable ways. In fact, we derive these results in a higher rank setting, where $R^p$ is replaced by the space of $p\times q$ matrices and $[0,\infty[$ by the cone $\Pi_q$ of positive semidefinite matrices. Proofs are based on the fact that the $(S_k^p)_{k\ge 0}$ form Markov chains on the cone whose transition probabilities are given in terms Bessel functions $J_\mu$ of matrix argument with an index $\mu$ depending on p. The limit theorems follow from new asymptotic results for the $J_\mu$ as $\mu\to \infty$. Similar results are also proven for certain Dunkl-type Bessel functions.Comment: 24 page