Dynamical Loop Equation

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Abstract: We introduce dynamical versions of loop (or Dyson-Schwinger) equations for large families of two--dimensional interacting particle systems, including Dyson Brownian motion, Nonintersecting Bernoulli/Poisson random walks, --corners processes, uniform and Jack-deformed measures on Gelfand-Tsetlin patterns, Macdonald processes, and (q,kappa)-distributions on lozenge tilings. Under technical assumptions, we show that the dynamical loop equations lead to Gaussian field type fluctuations. As an application, we compute the limit shape for (q,kappa)--distributions on lozenge tilings and prove that their height fluctuations converge to the Gaussian Free Field in an appropriate complex structure.












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