Two stochastic models of a random walk in the \(\mathrm U(n)\)-spherical duals of \(U(n+1)\) (Q1954225): Difference between revisions
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English | Two stochastic models of a random walk in the \(\mathrm U(n)\)-spherical duals of \(U(n+1)\) |
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Two stochastic models of a random walk in the \(\mathrm U(n)\)-spherical duals of \(U(n+1)\) (English)
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20 June 2013
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The dual space \(\hat U(n+1)\) of the group \(U(n+1)\) can be described as the set of ordered tuples \({\mathbf m} =(m_1,\dots,m_{n+1})\) of integers with \(m_1\geq\ldots\geq m_{n+1}\). The authors study certain random walks on the subset of \(\hat U(n+1)\) which consists of those representations whose restrictions to \(U(n)\) contain a certain given and fixed irreducible representation \(\delta\) of \(U(n)\). The associated transition matrices have a tridiagonal block structure where these blocks are connected with the three-term recurrence formula of a sequence of matrix-valued orthogonal polynomials. Examples of these random walks seem to be related to certain urn models and Young diagrams.
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matrix orthogonal polynomials
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random walks on the dual of \(U(n)\), random walks
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urn models
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Young diagrams
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