System of complex Brownian motions associated with the O'Connell process

DOI10.1007/S10955-012-0602-YzbMATH Open1254.82009arXiv1206.2185OpenAlexW3099013850MaRDI QIDQ694610FDOQ694610

Authors: Makoto Katori 

Publication date: 13 December 2012

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

Abstract: The O'Connell process is a softened version (a geometric lifting with a parameter $a>0$) of the noncolliding Brownian motion such that neighboring particles can change the order of positions in one dimension within the characteristic length $a$. This process is not determinantal. Under a special entrance law, however, Borodin and Corwin gave a Fredholm determinant expression for the expectation of an observable, which is a softening of an indicator of a particle position. We rewrite their integral kernel to a form similar to the correlation kernels of determinantal processes and show, if the number of particles is $N$, the rank of the matrix of the Fredholm determinant is $N$. Then we give a representation for the quantity by using an $N$-particle system of complex Brownian motions (CBMs). The complex function, which gives the determinantal expression to the weight of CBM paths, is not entire, but in the combinatorial limit $ao0$ it becomes an entire function providing conformal martingales and the CBM representation for the noncolliding Brownian motion is recovered.

Full work available at URL: https://arxiv.org/abs/1206.2185

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zbMATH Keywords

geometric liftingWhittaker functionsquantum Toda latticeFredholm determinantsnoncolliding Brownian motioncombinatorial limitcomplex Brownian motionsMacDonald processesO'Connell process

Mathematics Subject Classification ID

Brownian motion (60J65) Completely integrable infinite-dimensional Hamiltonian and Lagrangian systems, integration methods, integrability tests, integrable hierarchies (KdV, KP, Toda, etc.) (37K10) Lattice systems (Ising, dimer, Potts, etc.) and systems on graphs arising in equilibrium statistical mechanics (82B20)

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Cited In (2)

• Reciprocal time relation of noncolliding Brownian motion with drift
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