The boundary of the orbital beta process

MaRDI QIDQ5155010zbMATH OpenFDO

Authors Theodoros Assiotis, Joseph Najnudel

Publication date 5 October 2021

Full work available at URL https://arxiv.org/abs/1905.08684, http://www.mathjournals.org/mmj/2021-021-004/2021-021-004-001.html

zbMATH Keywords

beta ensemblesergodic measuresinfinite random matricesboundary of Markov chains

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Strong limit theorems (60F15) Discrete-time Markov processes on general state spaces (60J05) Boundary theory for Markov processes (60J50)

Abstract: The unitarily invariant probability measures on infinite Hermitian matrices have been classified by Pickrell, and by Olshanski and Vershik. This classification is equivalent to determining the boundary of a certain inhomogeneous Markov chain with given transition probabilities. This formulation of the problem makes sense for general $$-ensembles when one takes as the transition probabilities the Dixon-Anderson conditional probability distribution. In this paper we determine the boundary of this Markov chain for any $$, also giving in this way a new proof of the classical $$ case. Finally, as a by-product of our results we obtain alternative proofs of the almost sure convergence of the rescaled Hua-Pickrell and Laguerre $$-ensembles to the general $$ Hua-Pickrell and $$ Bessel point processes respectively.

Recommendations

• Universal behavior of the corners of orbital beta processes
• A boundary crossing probability for the Bessel process
• Square-root boundaries for Bessel processes and the hitting times of radial Ornstein-Uhlenbeck processes
• Curved boundary crossing of Bessel processes
• scientific article; zbMATH DE number 3980499
• Ornstein-Uhlenbeck processes of bounded variation
• Ornstein-Uhlenbeck processes indexed by the circle
• The elliptical Ornstein-Uhlenbeck process
• β-Jacobi processes

Cites work

• scientific article; zbMATH DE number 3830243 (Why is no real title available?)
• scientific article; zbMATH DE number 3507053 (Why is no real title available?)
• scientific article; zbMATH DE number 1217283 (Why is no real title available?)
• scientific article; zbMATH DE number 203029 (Why is no real title available?)
• scientific article; zbMATH DE number 927360 (Why is no real title available?)
• scientific article; zbMATH DE number 227027 (Why is no real title available?)
• scientific article; zbMATH DE number 247174 (Why is no real title available?)
• A Short Proof of Selberg’s Generalized Beta Formula
• A Unitary Extension of Virtual Permutations
• A positive radial product formula for the Dunkl kernel
• Anisotropic growth of random surfaces in \({2+1}\) dimensions
• Asymptotic formulas for Macdonald polynomials and the boundary of the \((q,t)\)-Gelfand-Tsetlin graph
• Asymptotic theory of characters of the symmetric group
• Asymptotics of Plancherel measures for the infinite-dimensional unitary group
• Borel Structure in Groups and Their Duals
• Choquet order and simplices with applications in probabilistic models
• Crystallization of random matrix orbits
• Differential-Difference Operators Associated to Reflection Groups
• Diffusion at the random matrix hard edge
• Eigenvalue statistics for CMV matrices: From Poisson to clock via random matrix ensembles
• Eigenvector convergence for minors of unitarily invariant infinite random matrices
• Ergodic decomposition for inverse Wishart measures on infinite positive-definite matrices
• Finiteness of ergodic unitarily invariant measures on spaces of infinite matrices
• Hua-Pickrell diffusions and Feller processes on the boundary of the graph of spectra
• Hua-type integrals over unitary groups and over projective limits of unitary groups
• Infinite random matrices \& ergodic decomposition of finite and infinite Hua-Pickrell measures
• Infinite random matrices and ergodic measures
• Intertwinings for general \(\beta\)-Laguerre and \(\beta\)-Jacobi processes
• Log-gases and random matrices.
• Mackey analysis of infinite classical motion groups
• Markov processes related with Dunkl operators
• Pieri integral formula and asymptotics of Jack unitary characters
• Probability theory. Translated from the German by Robert B. Burckel
• Random surface growth with a wall and Plancherel measures for \(O (\infty )\)
• Rayleigh triangles and non-matrix interpolation of matrix beta integrals
• Shifted Jack polynomials, binomial formula, and applications
• Strong convergence of eigenangles and eigenvectors for the circular unitary ensemble
• The Dunkl transform
• The \(\mathrm{Sine}_{\beta}\) operator
• The boundary of the Gelfand-Tsetlin graph: A new approach
• The problem of harmonic analysis on the infinite-dimensional unitary group.
• Universal behavior of the corners of orbital beta processes
• École d'été de probabilités de Saint-Flour XIII - 1983

Cited in

(13)

• Random entire functions from random polynomials with real zeros
• On the moments of the partition function of the \(C\beta E\) field
• Operator level limit of the circular Jacobi \(\beta \)-ensemble
• On the Dotsenko–Fateev complex twin of the Selberg integral and its extensions
• Universal objects of the infinite beta random matrix theory
• Joint moments of a characteristic polynomial and its derivative for the circular \(\beta \)-ensemble
• Convergence and an explicit formula for the joint moments of the circular Jacobi \(\beta\)-ensemble characteristic polynomial
• Infinite 𝑝-adic random matrices and ergodic decomposition of 𝑝-adic Hua measures
• Anti-concentration applied to roots of randomized derivatives of polynomials
• Limits of Bessel functions for root systems as the rank tends to infinity
• Universal behavior of the corners of orbital beta processes
• Matrix addition and the Dunkl transform at high temperature
• The bead process for beta ensembles

This page was built for publication: The boundary of the orbital beta process

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5155010)