On global fluctuations for non-colliding processes
From MaRDI portal
(Redirected from Publication:1647730)
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.
Recommendations
- Gaussian and non-Gaussian fluctuations for mesoscopic linear statistics in determinantal processes
- Global fluctuations for multiple orthogonal polynomial ensembles
- Noncolliding Brownian motion and determinantal processes
- The Gaussian free field in interlacing particle systems
- Discrete polynuclear growth and determinantal processes
Cites work
- scientific article; zbMATH DE number 5826344 (Why is no real title available?)
- scientific article; zbMATH DE number 5943539 (Why is no real title available?)
- scientific article; zbMATH DE number 2212219 (Why is no real title available?)
- A Brownian-Motion Model for the Eigenvalues of a Random Matrix
- A generalization of Pincus' formula and Toeplitz operator determinants
- A representation for non-colliding random walks
- A vector equilibrium problem for the two-matrix model in the quartic/quadratic case
- An introduction to random matrices
- Anisotropic growth of random surfaces in \({2+1}\) dimensions
- Asymptotics of uniformly random lozenge tilings of polygons. Gaussian free field
- Biorthogonal ensembles
- CLT for spectra of submatrices of Wigner random matrices. II: Stochastic evolution
- Central limit theorems for biorthogonal ensembles and asymptotics of recurrence coefficients
- Conditioned random walks and the RSK correspondence
- Course 1 Random matrices and determinantal processes
- Determinantal point processes
- Determinantal probability measures
- Determinantal random point fields
- Eigenvalues of the Laguerre process as non-colliding squared Bessel processes
- Fluctuations of particle systems determined by Schur generating functions
- Gaussian Hilbert Spaces
- Gaussian free field in an interlacing particle system with two jump rates
- Gaussian free fields for mathematicians
- Gaussian limit for determinantal random point fields.
- General \(\beta\)-Jacobi corners process and the Gaussian free field
- Height fluctuations in the honeycomb dimer model
- Hypergeometric orthogonal polynomials and their \(q\)-analogues. With a foreword by Tom H. Koornwinder
- Integral representations for multiple Hermite and multiple Laguerre polynomials.
- Introduction to large truncated Toeplitz matrices
- Laguerre and Meixner symmetric functions, and infinite-dimensional diffusion processes
- Markov processes on partitions
- Multiple orthogonal polynomial ensembles
- Multiple orthogonal polynomials of mixed type and non-intersecting Brownian motions
- Non-colliding random walks, tandem queues, and discrete orthogonal polynomial ensembles
- Non-intersecting, simple, symmetric random walks and the extended Hahn kernel.
- Nonintersecting paths and the Hahn orthogonal polynomial ensemble
- On fluctuations of eigenvalues of random Hermitian matrices.
- Orthogonal polynomial ensembles in probability theory
- Plancherel representations of U() and correlated Gaussian free fields
- Some classical multiple orthogonal polynomials
- Stochastic processes and orthogonal polynomials
- The Gaussian free field in interlacing particle systems
- The Hermitian two matrix model with an even quartic potential
- The arctic circle boundary and the Airy process
- Traces and determinants of linear operators
- Uniform asymptotics for polynomials orthogonal with respect to varying exponential weights and applications to universality questions in random matrix theory
- Universality of mesoscopic fluctuations for orthogonal polynomial ensembles
Cited in
(27)- Szegő recurrence for multiple orthogonal polynomials on the unit circle
- 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
- Global fluctuations for 1D log-gas dynamics
- A singular Toeplitz determinant and the discrete tacnode kernel for skew-Aztec rectangles
- Global fluctuations for 1D log-gas dynamics. Covariance kernel and support
- A functional CLT for partial traces of random matrices
- Tightness and line ensembles for Brownian polymers under geometric area tilts
- Domino tilings of the aztec diamond with doubly periodic weightings
- Lozenge tilings of a hexagon and \(q\)-Racah ensembles
- Dynamical loop equation
- Gaussian and non-Gaussian fluctuations for mesoscopic linear statistics in determinantal processes
- Law of large numbers and central limit theorems through Jack generating functions
- Inhomogeneous Gaussian free field inside the interacting arctic curve
- Lozenge tilings of hexagons with cuts and asymptotic fluctuations: a new universality class
- Confinement of Brownian polymers under geometric area tilts
- A periodic hexagon tiling model and non-Hermitian orthogonal polynomials
- Relative Szegő asymptotics for Toeplitz determinants
- A review of exact results for fluctuation formulas in random matrix theory
- Global fluctuations for multiple orthogonal polynomial ensembles
- Global fluctuations in general \(\beta \) Dyson's Brownian motion
- Limit shape and height fluctuations of random perfect matchings on square-hexagon lattices
- Fluctuations of particle systems determined by Schur generating functions
- Tilings of non-convex polygons, skew-Young tableaux and determinantal processes
- Airy point process at the liquid-gas boundary
- Dyson Ferrari-Spohn diffusions and ordered walks under area tilts
This page was built for publication: On global fluctuations for non-colliding processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1647730)
