Anisotropic Young Diagrams and Infinite-Dimensional Diffusion Processes with the Jack Parameter

DOI10.1093/IMRN/RNP168zbMATH Open1193.60097arXiv0902.3395OpenAlexW2052660220MaRDI QIDQ3552258FDOQ3552258

G. I. Olshanskii

Publication date: 14 April 2010

Published in: IMRN. International Mathematics Research Notices (Search for Journal in Brave)

Abstract: We construct a family of Markov processes with continuous sample trajectories on an infinite-dimensional space, the Thoma simplex. The family depends on three continuous parameters, one of which, the Jack parameter, is similar to the beta parameter in random matrix theory. The processes arise in a scaling limit transition from certain finite Markov chains, the so called up-down chains on the Young graph with the Jack edge multiplicities. Each of the limit Markov processes is ergodic and its stationary distribution is a symmetrizing measure. The infinitesimal generators of the processes are explicitly computed; viewed as selfadjoint operators in the L^2 spaces over the symmetrizing measures, the generators have purely discrete spectrum which is explicitly described. For the special value 1 of the Jack parameter, the limit Markov processes coincide with those of the recent work by Borodin and the author (Prob. Theory Rel. Fields 144 (2009), 281--318; arXiv:0706.1034). In the limit as the Jack parameter goes to 0, our family of processes degenerates to the one-parameter family of diffusions on the Kingman simplex studied long ago by Ethier and Kurtz in connection with some models of population genetics. The techniques of the paper are essentially algebraic. The main computations are performed in the algebra of shifted symmetric functions with the Jack parameter and rely on the concept of anisotropic Young diagrams due to Kerov.

Full work available at URL: https://arxiv.org/abs/0902.3395

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zbMATH Keywords

Markov processesYoung diagramsDiffusion processes

Mathematics Subject Classification ID

Diffusion processes (60J60) Continuous-time Markov processes on general state spaces (60J25)

Cited In (12)

• Transition density of an infinite-dimensional diffusion with the jack parameter
• Markov processes on the path space of the Gelfand-Tsetlin graph and on its boundary
• Title not available (Why is that?)
• Random walks on strict partitions
• Spectral theory of the Nazarov-Sklyanin Lax operator
• Difference operators for partitions and some applications
• Difference operators for partitions under the Littlewood decomposition
• New hook-content formulas for strict partitions
• \(\mathfrak{sl}(2)\) operators and Markov processes on branching graphs
• Representations of classical Lie groups and quantized free convolution
• Transition functions of diffusion processes on the Thoma simplex
• The topological support of the z-measures on the Thoma simplex

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