Point Processes and the Infinite Symmetric Group. Part II: Higher Correlation Functions

arXivmath/9804087MaRDI QIDQ6500876FDOQ6500876

Abstract: We continue the study of the correlation functions for the point stochastic processes introduced in Part I (G.Olshanski, math.RT/9804086). We find an integral representation of all the correlation functions and their explicit expression in terms of multivariate hypergeometric functions. Then we define a modification (``lifting) of the processes which results in a substantial simplification of the structure of the correlation functions. It turns out that the ``lifted correlation functions are given by a determinantal formula involving a kernel. The latter has the form (A(x)B(y)-B(x)A(y))/(x-y), where A and B are certain Whittaker functions. Such a form for correlation functions is well known in the random matrix theory and mathematical physics. Finally, we get some asymptotic formulas for the correlation functions which are employed in Part III (A.Borodin and G.Olshanski, math.RT/9804088).

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Representations of infinite symmetric groups (20C32)

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