Elliptic determinantal process of type A
From MaRDI portal
Abstract: We introduce an elliptic extension of Dyson's Brownian motion model, which is a temporally inhomogeneous diffusion process of noncolliding particles defined on a circle. Using elliptic determinant evaluations related to the reduced affine root system of types , we give determinantal martingale representation (DMR) for the process, when it is started at the configuration with equidistant spacing on the circle. DMR proves that the process is determinantal and the spatio-temporal correlation kernel is determined. By taking temporally homogeneous limits of the present elliptic determinantal process, trigonometric and hyperbolic versions of noncolliding diffusion processes are studied.
Recommendations
- Elliptic determinantal processes and elliptic Dyson models
- Elliptic Bessel processes and elliptic Dyson models realized as temporally inhomogeneous processes
- Determinantal martingales and correlations of noncolliding random walks
- Noncolliding Brownian motion and determinantal processes
- Determinantal martingales and noncolliding diffusion processes
Cites work
- scientific article; zbMATH DE number 4104160 (Why is no real title available?)
- scientific article; zbMATH DE number 1206824 (Why is no real title available?)
- scientific article; zbMATH DE number 1231230 (Why is no real title available?)
- scientific article; zbMATH DE number 2063239 (Why is no real title available?)
- scientific article; zbMATH DE number 2174437 (Why is no real title available?)
- A Brownian-Motion Model for the Eigenvalues of a Random Matrix
- Advanced determinant calculus: a complement
- Affine root systems and Dedekind's \(\eta\)-function
- An optimal error estimate in stochastic homogenization of discrete elliptic equations
- Asymptotics for random walks in alcoves of affine Weyl groups
- Brownian motion in a Weyl chamber, non-colliding particles, and random matrices
- Coincidence probabilities
- Complex Brownian motion representation of the Dyson model
- Determinantal martingales and correlations of noncolliding random walks
- Determinantal martingales and noncolliding diffusion processes
- Dynamical correlations for circular ensembles of random matrices
- Eigenvalues of the Laguerre process as non-colliding squared Bessel processes
- Elliptic determinant evaluations and the Macdonald identities for affine root systems
- Elliptic enumeration of nonintersecting lattice paths
- Elliptically distributed lozenge tilings of a hexagon
- Exact solution of the lock step model of vicious walkers
- Eynard-Mehta theorem, Schur process, and their Pfaffian analogs
- Littelmann paths and Brownian paths
- Log-gases and random matrices.
- Matrices coupled in a chain: I. Eigenvalue correlations
- Missed opportunities
- Non-equilibrium dynamics of Dyson's model with an infinite number of particles
- Non-intersecting paths, random tilings and random matrices
- Noncolliding squared Bessel processes
- Nonintersecting Brownian motions on the unit circle
- Nonintersecting lattice paths on the cylinder
- Non‐Colliding Brownian Motions on the Circle
- On chordal and bilateral SLE in multiply connected domains
- Random point fields associated with certain Fredholm determinants. I: Fermion, Poisson and Boson point processes.
- Random walk in an alcove of an affine Weyl group, and non-colliding random walks on an interval
- Stochastic Loewner evolution and Dyson s circular ensembles
- Stochastic Loewner evolution in doubly connected domains
- Summation and transformation formulas for elliptic hypergeometric series.
- Symmetry of matrix-valued stochastic processes and noncolliding diffusion particle systems
- Theta Function Generalizations of Some Constant Term Identities in the Theory of Random Matrices
- Wishart processes
- Zeros of Gaussian analytic functions and determinantal point processes
- \(q\)-distributions on boxed plane partitions
Cited in
(11)- Determinantal martingales and correlations of noncolliding random walks
- Macdonald denominators for affine root systems, orthogonal theta functions, and elliptic determinantal point processes
- Determinantal martingales and noncolliding diffusion processes
- Elliptic Bessel processes and elliptic Dyson models realized as temporally inhomogeneous processes
- Fluctuations for stationary \(q\)-TASEP
- Excursion processes associated with elliptic combinatorics
- Markov property of determinantal processes with extended Sine, Airy and Bessel kernels
- Strong Markov property of determinantal processes with extended kernels
- Elliptic determinantal processes and elliptic Dyson models
- Two-dimensional elliptic determinantal point processes and related systems
- Exact solution of interacting particle systems related to random matrices
This page was built for publication: Elliptic determinantal process of type A
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q495554)
