Determinantal martingales and correlations of noncolliding random walks

DOI10.1007/s10955-014-1179-4zbMath1396.82006arXiv1307.1856OpenAlexW3100384244MaRDI QIDQ2351784

Makoto Katori

Publication date: 26 June 2015

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

Full work available at URL: https://arxiv.org/abs/1307.1856

zbMATH Keywords

martingalesinvariance principlerandom matrix theorydeterminantal processesinfinite particle systemsdiscrete Itô's formulanoncolliding random walk

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41) Dynamics of random walks, random surfaces, lattice animals, etc. in time-dependent statistical mechanics (82C41)

Related Items (2)

Noncolliding system of continuous-time random walks ⋮ Elliptic determinantal process of type A

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