The Dyson Brownian minor process (Q486784): Difference between revisions

This article has the rare quality of being a good review article in a large first part and then of producing almost naturally interesting results in various applied cases. More specifically, the article first reviews discrete point processes, focusing on determinantal processes. Then the article reviews \(L\)-ensembles and presents Eynard-Mehta's theorem associated to \(L\)-ensembles. Then a whole section is dedicated to generalization towards continuous determinantal processes and various properties to obtain more suitable determinantal formulas for computations. Eventually, applications of the formalism to different cases are presented, namely, for Dyson Brownian minor, Warren and Ornstein-Uhlenbeck determinantal processes. In particular, the main result of the paper is to produce explicit formulas for the various kernels in a quite compact form. As mentioned humorously by the authors, ``no article on random matrices is complete without a scaling limit'', so in the last part, the authors perform a suitable scaling limit for the Dyson Brownian minor process to recover the Bead kernel. In conclusion, this article is remarkable in the sense that, although it deals with advanced and technical computations, its presentation makes it very easy to read. Main ideas of known theories are summarized nicely so that no external knowledge is needed.