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

random matricesLie algebradeterminantal processrandom Gaussian 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.

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Cites work

• Correlations for parameter-dependent random matrices
• Eigenvalues of GUE minors
• Fluctuation properties of the TASEP with periodic initial configuration
• 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
• Tensor product multiplicities and convex polytopes in partition space
• The birth of a random matrix

Cited in

(10)

• The Dyson Brownian minor process
• Interlaced processes on the circle
• Two speed TASEP
• Consecutive minors for Dyson's Brownian motions
• Random surface growth with a wall and Plancherel measures for \(O (\infty )\)
• scientific article; zbMATH DE number 5856461 (Why is no real title available?)
• Tridiagonal realization of the antisymmetric Gaussian \(\beta\)-ensemble
• scientific article; zbMATH DE number 94013 (Why is no real title available?)
• Universality properties of Gelfand-Tsetlin patterns
• Orbit measures, random matrix theory and interlaced determinantal processes

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