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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 ${\mathbb F}$. [ABSTRACT FROM AUTHOR]

The aim of this paper is to find a concrete bound for the error involved when approximating the nth Hermite function (in the oscillating range) by an asymptotic formula due to D. Dominici. This bound is then used to study the accuracy of certain approximations to Hermite expansions and to Fourier transforms. A way of estimating an unknown probability density is proposed. [ABSTRACT FROM AUTHOR]