Interlaced processes on the circle (Q985352)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Interlaced processes on the circle |
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Interlaced processes on the circle (English)
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21 July 2010
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When two Markov operators commute, it suggests that one can couple two copies of one of the corresponding processes. The authors construct a number of couplings of this type for a commuting family of Markov processes on the set of conjugacy classes of the unitary group, using a dynamical rule inspired by the Robinson-Schensted-Knuth algorithm.
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random matrices
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RSK correspondence
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coupling
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interlacing
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rank 1 perturbation
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random reflection
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Pitman's theorem
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reflected Brownian motion
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Brownian motion in an alcove
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bead model on a cylinder
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determinantal point process
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random tiling
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dimer configuration
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