Spectral Simplicity and Joint Eigenvalue Densities for a Non-Gaussian Brownian Time Change

Abstract

We study a Brownian time change on the unit square whose speed measure is constructed from a Dirichlet eigenfunction expansion with independent non-Gaussian coefficients. For $0<γ<\sqrt2$, the measure is obtained by a second-moment martingale argument. Finite coefficient translations induce coherent exponential tilts of the speed measure, and conditioning on the complementary coefficients gives positive Lebesgue densities on every finite-dimensional orbit. Unitary transport along these orbits gives a common-domain analytic family and explicit first-order cluster derivatives. A first-order splitting argument proves almost-sure simplicity, while the local eigenfunction-square identity and a Vandermonde argument give joint densities for all finite vectors of ordered positive eigenvalues.