Determinantal process starting from an orthogonal symmetry is a Pfaffian process

DOI10.1007/S10955-011-0372-YMaRDI QIDQ664577zbMATH OpenOpenAlexFDO

Authors Makoto Katori

Publication date 2 March 2012

Published in Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1104.1864

zbMATH Keywords

determinantal processeseigenvalue distributions of random matricesgeneralized meandernoncolliding Brownian motionnoncolliding squared Bessel processPfaffian processes

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Brownian motion (60J65) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Continuum models (systems of particles, etc.) arising in equilibrium statistical mechanics (82B21)

Abstract: When the number of particles $N$ is finite, the noncolliding Brownian motion (BM) and the noncolliding squared Bessel process with index $u>-1$ (BESQ${}^{(u)}$) are determinantal processes for arbitrary fixed initial configurations. In the present paper we prove that, if initial configurations are distributed with orthogonal symmetry, they are Pfaffian processes in the sense that any multitime correlation functions are expressed by Pfaffians. The $2imes2$ skew-symmetric matrix-valued correlation kernels of the Pfaffians processes are explicitly obtained by the equivalence between the noncolliding BM and an appropriate dilatation of a time reversal of the temporally inhomogeneous version of noncolliding BM with finite duration in which all particles start from the origin, $Ndelt{a}_0$, and by the equivalence between the noncolliding BESQ${}^{(u)}$ and that of the noncolliding squared generalized meander starting from $Ndelt{a}_0$.

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Cited in

(5)

• Asymptotics of the Hard Edge Pearcey Determinant
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