On global fluctuations for non-colliding processes

DOI10.1214/17-AOP1185zbMATH Open1429.60072arXiv1510.08248MaRDI QIDQ1647730FDOQ1647730

Authors: Maurice Duits 

Publication date: 26 June 2018

Published in: The Annals of Probability (Search for Journal in Brave)

Abstract: We study the global fluctuations for a class of determinantal point processes coming from large systems of non-colliding processes and non-intersecting paths. Our main assumption is that the point processes are constructed by biorthogonal families that satisfy finite term recurrence relations. The central observation of the paper is that the fluctuations of multi-time or multi-layer linear statistics can be efficiently expressed in terms of the associated recurrence matrices. As a consequence, we prove that different models which share the same asymptotic behavior of the recurrence matrices, also share the same asymptotic behavior for the global fluctuations. An important special case is when the recurrence matrices have limits along the diagonals, in which case we prove Central Limit Theorems for the linear statistics. We then show that these results prove Gaussian Free Field fluctuations for the random surfaces associated to these systems. To illustrate the results, several examples will be discussed, including non-colliding processes for which the invariant measures are the classical orthogonal polynomial ensembles and random lozenge tilings of a hexagon.

Full work available at URL: https://arxiv.org/abs/1510.08248

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zbMATH Keywords

Gaussian free fieldorthogonal polynomialscentral limit theoremsdeterminantal point processesnon-colliding processes

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05)

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Cited In (27)

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• Fourier transform on high-dimensional unitary groups with applications to random tilings
• Bulk universality for random lozenge tilings near straight boundaries and for tensor products
• Double interlacing in random tiling models
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• Airy point process at the liquid-gas boundary
• Dyson Ferrari-Spohn diffusions and ordered walks under area tilts

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