  We show that for all positive beta the semigroups of beta-Dyson Brownian
motions of different dimensions are intertwined. The proof relates beta-Dyson
Brownian motions directly to Jack symmetric polynomials and omits an
approximation of the former by discrete space Markov chains, thereby disposing
of the technical assumption beta>1 in [GS]. The corresponding results for
beta-Dyson Ornstein-Uhlenbeck processes are also presented.
