Markov dynamics on the Thoma cone: a model of time-dependent determinantal processes with infinitely many particles (Q388961): Difference between revisions

The authors' aims in this paper are to construct a family \(\{X^{(z,z')}\}\) of continuous time Markov processes on the so-called Thoma cone -- an infinite-dimensional locally compact space. They establish that processes \(X^{(z,z')}\) possess a number of properties: (1) every \(X^{(z,z')}\) is a Feller process; (2) the infinitesimal generator of \(X^{(z,z')}\), its spectrum, and the eigenfunctions admit an explicit description; (3) in the equilibrium regime, the finite-dimensional distributions of \(X^{(z,z')}\) can be interpreted as (the laws of) infinite-particle systems with determinantal correlations; (4) the corresponding time-dependent correlation kernel admits an explicit exprssion, and its structure is similar to that of time-dependent correlation kernels appearing in random matrix theory.