Perturbed GUE minor process and Warren's process with drifts

DOI10.1007/S10955-013-0887-5MaRDI QIDQ2016526zbMATHOpenAlexFDO

Authors René Frings, Patrik Lino Ferrari

Publication date 20 June 2014

Published in Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1212.5534

zbMATH Keywords

random matricesreflected diffusionsinteracting particles systems

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Diffusion processes (60J60) Brownian motion (60J65) Interacting particle systems in time-dependent statistical mechanics (82C22)

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.

Recommendations

• The Dyson Brownian minor process
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• Differential equations for Dyson processes
• Parameter symmetry in perturbed GUE corners process and reflected drifted Brownian motions

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Cited in

(7)

• The Anti-Symmetric GUE Minor Process
• Interlacing diffusions
• Parameter symmetry in perturbed GUE corners process and reflected drifted Brownian motions
• Anisotropic growth of random surfaces in \({2+1}\) dimensions
• Eigenvector distribution in the critical regime of BBP transition
• Finite GUE distribution with cut-off at a shock
• On the singular values of complex matrix Brownian motion with a matrix drift

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