A multi-dimensional Markov chain and the Meixner ensemble (Q2380813): Difference between revisions

In this note it is shown that the transition probability of the Markov chain \((G(i,1),\dots G(i,n))_{i\geq 1}\), where \(G(i,j)\)'s are certain direct last-passage times, is given by a determinant of a special form. The author demonstrates that this formula leads to the Meixner ensemble when we compute the distribution function for \(G(m, n)\). He also obtains the Fredholm determinant representation of this distribution with a double counter integral expression for the kernel.