Determinantal process starting from an orthogonal symmetry is a Pfaffian process

DOI10.1007/S10955-011-0372-YzbMATH Open1235.82016arXiv1104.1864OpenAlexW2050731682MaRDI QIDQ664577FDOQ664577

Authors: Makoto Katori 

Publication date: 2 March 2012

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

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 $Ndelt{a}_0$.

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

Recommendations

• Noncolliding squared Bessel processes
• Noncolliding Brownian motion and determinantal processes
• Markov property of determinantal processes with extended Sine, Airy and Bessel kernels
• scientific article
• Strong Markov property of determinantal processes with extended kernels

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)

Cites Work

• Log-gases and random matrices.
• The spectrum of the Dirac operator near zero virtuality for \(N_ c=2\) and chiral random matrix theory.
• Exact distribution of the maximal height of \(p\) vicious walkers
• Eynard-Mehta theorem, Schur process, and their Pfaffian analogs
• A Brownian-Motion Model for the Eigenvalues of a Random Matrix
• Title not available (Why is that?)
• Title not available (Why is that?)
• Non-intersecting squared Bessel paths and multiple orthogonal polynomials for modified Bessel weights
• Title not available (Why is that?)
• Dynamical correlations for vicious random walk with a wall
• Nonintersecting Brownian excursions
• Noncolliding Brownian motion and determinantal processes
• Critical behavior of nonintersecting Brownian motions at a tacnode
• Matrices coupled in a chain: I. Eigenvalue correlations
• Symmetry of matrix-valued stochastic processes and noncolliding diffusion particle systems
• Differential equations for Dyson processes
• Eigenvalues of the Laguerre process as non-colliding squared Bessel processes
• Integral representations for multiple Hermite and multiple Laguerre polynomials.
• Noncolliding squared Bessel processes
• Non-intersecting squared Bessel paths: Critical time and double scaling limit
• A note on biorthogonal ensembles
• Laguerre and Meixner symmetric functions, and infinite-dimensional diffusion processes
• Title not available (Why is that?)
• Complex Brownian motion representation of the Dyson model
• Zeros of Airy function and relaxation process
• Non-equilibrium dynamics of Dyson's model with an infinite number of particles
• Dynamical correlations among vicious random walkers
• Correlations for the orthogonal-unitary and symplectic-unitary transitions at the hard and soft edges
• Maximum of Dyson Brownian motion and non-colliding systems with a boundary
• Infinite systems of noncolliding generalized meanders and Riemann-Liouville differintegrals
• Determinantal martingales and noncolliding diffusion processes
• Title not available (Why is that?)
• Gaussian ensembles of random Hermitian matrices intermediate between orthogonal and unitary ones
• Quaternion determinant expressions for multilevel dynamical correlation functions of parametric random matrices
• Pfaffian expressions for random matrix correlation functions
• On some Gaussian ensembles of Hermitian matrices
• A method of integration over matrix variables. III
• Universality in Chiral Random Matrix Theory at<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" display="inline"><mml:mi>β</mml:mi><mml:mspace /><mml:mo>=</mml:mo><mml:mspace /><mml:mn>1</mml:mn><mml:mn /></mml:math>and<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" display="inline"><mml:mi>β</mml:mi><mml:mspace /><mml:mo>=</mml:mo><mml:mspace /><mml:mn>4</mml:mn><mml:mn /></mml:math>
• Matrices coupled in a chain: II. Spacing functions

Cited In (5)

• Asymptotics of the Hard Edge Pearcey Determinant
• Noncolliding Brownian motion with drift and time-dependent Stieltjes-Wigert determinantal point process
• Non-intersecting squared Bessel paths at a hard-edge tacnode
• Noncolliding squared Bessel processes
• Non-intersecting squared Bessel paths with one positive starting and ending point

This page was built for publication: Determinantal process starting from an orthogonal symmetry is a Pfaffian process

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q664577)