On the partial connection between random matrices and interacting particle systems
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Abstract: In the last decade there has been increasing interest in the fields of random matrices, interacting particle systems, stochastic growth models, and the connections between these areas. For instance, several objects appearing in the limit of large matrices arise also in the long time limit for interacting particles and growth models. Examples of these are the famous Tracy-Widom distribution functions and the Airy_2 process. The link is however sometimes fragile. For example, the connection between the eigenvalues in the Gaussian Orthogonal Ensembles (GOE) and growth on a flat substrate is restricted to one-point distribution, and the connection breaks down if we consider the joint distributions. In this paper we first discuss known relations between random matrices and the asymmetric exclusion process (and a 2+1 dimensional extension). Then, we show that the correlation functions of the eigenvalues of the matrix minors for beta=2 Dyson's Brownian motion have, when restricted to increasing times and decreasing matrix dimensions, the same correlation kernel as in the 2+1 dimensional interacting particle system under diffusion scaling limit. Finally, we analyze the analogous question for a diffusion on (complex) sample covariance matrices.
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Cites work
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Cited in
(14)- Perturbed GUE minor process and Warren's process with drifts
- The Dyson Brownian minor process
- The Bessel line ensemble
- Random matrix minor processes related to percolation theory
- From interacting particle systems to random matrices
- From alternating sign matrices to the Gaussian unitary ensemble
- Cycles and eigenvalues of sequentially growing random regular graphs
- Interlacing diffusions
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- Dimers and orthogonal polynomials connections with random matrices
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- Traces of semigroups associated with interacting particle systems
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- Exact solution of interacting particle systems related to random matrices
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