Perturbed GUE minor process and Warren's process with drifts
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Publication:2016526
DOI10.1007/S10955-013-0887-5zbMATH Open1296.82037arXiv1212.5534OpenAlexW3101435958MaRDI QIDQ2016526FDOQ2016526
Authors: René Frings, Patrik Lino Ferrari
Publication date: 20 June 2014
Published in: Journal of Statistical Physics (Search for Journal in Brave)
Abstract: We consider the minor process of (Hermitian) matrix diffusions with constant diagonal drifts. At any given time, this process is determinantal and we provide an explicit expression for its correlation kernel. This is a measure on the Gelfand-Tsetlin pattern that also appears in a generalization of Warren's process, in which Brownian motions have level-dependent drifts. Finally, we show that this process arises in a diffusion scaling limit from an interacting particle system in the anisotropic KPZ class in 2+1 dimensions. Our results generalize the known results for the zero drift situation.
Full work available at URL: https://arxiv.org/abs/1212.5534
Recommendations
Random matrices (algebraic aspects) (15B52) Diffusion processes (60J60) Brownian motion (60J65) Interacting particle systems in time-dependent statistical mechanics (82C22)
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Cited In (7)
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