Markov processes on the path space of the Gelfand-Tsetlin graph and on its boundary

DOI10.1016/J.JFA.2012.03.018zbMATH Open1260.60149arXiv1009.2029OpenAlexW2963021148MaRDI QIDQ435864FDOQ435864

Authors: Alexei Borodin, G. I. Olshanskii 

Publication date: 12 July 2012

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Abstract: We construct a four-parameter family of Markov processes on infinite Gelfand-Tsetlin schemes that preserve the class of central (Gibbs) measures. Any process in the family induces a Feller Markov process on the infinite-dimensional boundary of the Gelfand-Tsetlin graph or, equivalently, the space of extreme characters of the infinite-dimensional unitary group U(infinity). The process has a unique invariant distribution which arises as the decomposing measure in a natural problem of harmonic analysis on U(infinity) posed in arXiv:math/0109193. As was shown in arXiv:math/0109194, this measure can also be described as a determinantal point process with a correlation kernel expressed through the Gauss hypergeometric function.

Full work available at URL: https://arxiv.org/abs/1009.2029

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zbMATH Keywords

determinantal point processMarkov processesFeller processharmonic analysisinfinite-dimensional unitary groupbirth and death processextreme characters, decomposing measureGelfand-Tsetlin scheme

Mathematics Subject Classification ID

Markov semigroups and applications to diffusion processes (47D07) Discrete-time Markov processes on general state spaces (60J05) Continuous-time Markov processes on general state spaces (60J25) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Analysis on other specific Lie groups (43A80)

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Cited In (39)

• Graph duality as an instrument of Gauge-String correspondence
• Nearest neighbor Markov dynamics on Macdonald processes
• Interlacing Diffusions
• Anisotropic growth of random surfaces in \({2+1}\) dimensions
• \(q\)-TASEP with position-dependent slowing
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• Grigori Iosifovich Olshanski

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