Markov dynamics on the dual object to the infinite-dimensional unitary group

zbMATH Open1388.60134arXiv1310.6155MaRDI QIDQ4641990FDOQ4641990

G. I. Olshanskii

Publication date: 18 May 2018

Abstract: These are notes for a mini-course of 3 lectures given at the St. Petersburg School in Probability and Statistical Physics (June 2012). My aim was to explain, on the example of a particular model, how ideas from the representation theory of big groups can be applied in probabilistic problems. The material is based on the joint paper arXiv:1009.2029 by Alexei Borodin and myself; a broader range of topics is surveyed in the lecture notes by Alexei Borodin and Vadim Gorin arXiv:1212.3351.

Full work available at URL: https://arxiv.org/abs/1310.6155

zbMATH Keywords

Markov processesMarkov semigroupsinfinitesimal generatorsMarkov kernelsGelfand-Tsetlin patternsintertwinersDyson Brownian motionFeller processesbilateral birth and death processes

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Continuous-time Markov processes on discrete state spaces (60J27) Analysis on and representations of infinite-dimensional Lie groups (22E66) Representations of infinite symmetric groups (20C32)

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Cited In (4)

• Markov processes on the duals to infinite-dimensional classical Lie groups
• The representation ring of the unitary groups and Markov processes of algebraic origin
• Extended Gelfand-Tsetlin graph, its \(q\)-boundary, and \(q\)-B-splines
• Dynamique de l’action du groupe modulaire et triplets de Markov

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