Bessel convolutions on matrix cones

Abstract

In this paper we introduce probability-preserving convolution algebras on cones of positive semidefinite matrices over one of the division algebras ${\mathbb F} = {\mathbb R}, {\mathbb C}$ or ${\mathbb H}$ which interpolate the convolution algebras of radial bounded Borel measures on a matrix space $M_{p,q}({\mathbb F})$ with $p\geq q$. Radiality in this context means invariance under the action of the unitary group $U_p({\mathbb F})$ from the left. We obtain a continuous series of commutative hypergroups whose characters are given by Bessel functions of matrix argument. Our results generalize well-known structures in the rank-one case, namely the Bessel–Kingman hypergroups on the positive real line, to a higher rank setting. In a second part of the paper we study structures depending only on the matrix spectra. Under the mapping $r\mapsto \text{spec}(r)$, the convolutions on the underlying matrix cone induce a continuous series of hypergroup convolutions on a Weyl chamber of type $B_q$. The characters are now Dunkl-type Bessel functions. These convolution algebras on the Weyl chamber naturally extend the harmonic analysis for Cartan motion groups associated with the Grassmann manifolds $U(p,q)/(U_p\times U_q)$ over ${\mathbb F}$.