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-bessel functions associated to a 3-rank jordan algebra贝塞尔函数相关的三级约旦代数.pdf

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-bessel functions associated to a 3-rank jordan algebra贝塞尔函数相关的三级约旦代数

K -BESSEL FUNCTIONS ASSOCIATED TO A 3-RANK JORDAN ALGEBRA HACEN DIB Received 2 January 2005 and in revised form 8 September 2005 Using the Bessel-Muirhead system, we can express the K -Bessel function deﬁned on a Jordan algebra as a linear combination of the J-solutions. We determine explicitly the coeﬃcients when the rank of this Jordan algebra is three after a reduction to the rank two. The main tools are some algebraic identities developed for this occasion. 1. Introduction Bessel functions of matrix argument appeared as a subject of studies in the work of Herz [6]. One can ﬁnd in the multivariate statistics literature some applications of these func- tions (see [ 11]). The main tool of Herz’s work was the Laplace transform and its inverse in the space of real symmetric matrices. He obtained several properties but a “good” diﬀer- ential system was lacking. This was the major contribution of Muirhead in [10] when he characterized them by a system of second-order partial diﬀerential equations and proved the uniqueness (up to multiplicative constant) of the solution which is analytic at 0. Later, Faraut and Travaglini [5] gave a generalization of these functions to a Jordan algebra. An extensive study was done in [2]. However, the explicit resolution of the Bessel-Muirhead system in general rank remains an open problem. Nevertheless, in [9] Mahmoud wrote down an explicit basis of the solutions in the rank 2 and 3 using series of one-variable Bessel functions. On the other hand, the K -Bessel function of matrix argument was de- ﬁned earlier in Herz’s paper cited above and his conjecture was that there must be a linear relation between this kind of Bessel functions and the J’s one as known in the one- variable theory. The ﬁrst result concerning this conjecture was established by the author in [3] for the rank two. In this paper, we continue our work and prove that a similar re- sult for the K -Bessel function is also true when the Jordan alge