The bead process for beta ensembles (Q2663399)

A starting point of the paper is a special family of point processes, called bead processes. The authors list their main properties and then connect general bead processes to a special infinite-dimensional Markov chain. They prove the existence of this Markov chain and deduce a new construction of the bead process by replacing the exponential variables in their construction by gamma variables with general parameter. More precisely, they construct the bead process for general Sine\(_\beta\) processes as an infinite dimensional Markov chain whose transition mechanism is explicitly described. Then it is established that this bead process is the microscopic scaling limit in the bulk of the Hermite \(\beta\) corner process, generalizing the process of the minors of the Gaussian unitary and orthogonal ensembles. In order to prove the results, the authors use bounds on the variance of the point counting of the circular and the Gaussian beta ensembles. The random reflection walk, and a property of invariance for the law of the spectrum of a Haar-distributed unitary matrix are discussed. A family of Markov chains on a space of point measures, for which the transition mechanism is obtained by taking a level set of the Stieltjes transform, is studied on the way to the main result.