The intertwining property for $\beta$-Laguerre processes and integral operators for Jack polynomials

The aim of this paper is to study intertwining relations for Laguerre process with inverse temperature $\beta \ge 1$ and parameter $\alpha >-1$. We introduce a Markov kernel that depends on both $\beta$ and $\alpha$, and establish new intertwining relations for the $\beta$-Laguerre processes using this kernel. A key observation is that Jack symmetric polynomials are eigenfunctions of our Markov kernel, which allows us to apply a method established by Ramanan and Shkolnikov. Additionally, as a by-product, we derive an integral formula for multivariate Laguerre polynomials and multivariate hypergeometric functions associated with Jack polynomials.