Orbit measures and interlaced determinantal point processes

DOI10.1016/J.CRMA.2008.05.016MaRDI QIDQ935364zbMATH OpenOpenAlexFDO

Authors Manon Defosseux

Publication date 6 August 2008

Published in Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0802.4183

zbMATH Keywords

determinantal processLie algebrarandom Gaussian matricesrandom matrices

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) General theory of stochastic processes (60G07)

Abstract: We study some random interlaced configurations considering the eigenvalues of the main minors of Hermitian random matrices of the classical complex Lie algebras. We claim that these random configurations are determinantal and give their correlation kernels.

Review text

\textit{Y. Baryshnikov} [Probab. Theory Relat. Fields 119, No.~2, 256--274 (2001; Zbl 0980.60042)] has studied the law of eigenvalues of the main minors of a random matrix from the Gaussian unitary ensemble, developing the connections with uniform measure on Gelfand patterns. In this note such connections in a more general context are investigated. Considering the eigenvalues of the main minors of some random Hermitian matrices from the classical complex Lie algebras, the author has constructed random interlaced configurations on \(N\times R\). It is shown that these random configurations are determinantal and their correlation kernels are given.

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Cites work

• Correlations for parameter-dependent random matrices
• Eigenvalues of GUE minors
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• GUEs and queues
• Orbit measures, random matrix theory and interlaced determinantal processes
• Projections of orbits and asymptotic behavior of multiplicities for compact connected Lie groups
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(10)

• Universality properties of Gelfand-Tsetlin patterns
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• Consecutive minors for Dyson's Brownian motions
• The Dyson Brownian minor process
• Tridiagonal realization of the antisymmetric Gaussian \(\beta\)-ensemble
• Two speed TASEP
• Orbit measures, random matrix theory and interlaced determinantal processes
• Interlaced processes on the circle

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