Multilevel Dyson Brownian motions via Jack polynomials
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Publication:892157
Symmetric functions and generalizations (05E05) Random matrices (probabilistic aspects) (60B20) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Diffusion processes (60J60) Brownian motion (60J65) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Interacting particle systems in time-dependent statistical mechanics (82C22)
Abstract: We introduce multilevel versions of Dyson Brownian motions of arbitrary parameter , generalizing the interlacing reflected Brownian motions of Warren for . Such processes unify corners processes and Dyson Brownian motions in a single object. Our approach is based on the approximation by certain multilevel discrete Markov chains of independent interest, which are defined by means of Jack symmetric polynomials. In particular, this approach allows to show that the levels in a multilevel Dyson Brownian motion are intertwined (at least for ) and to give the corresponding link explicitly.
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Cited in
(37)- Intertwinings of beta-Dyson Brownian motions of different dimensions
- Pieri integral formula and asymptotics of Jack unitary characters
- Asymptotic formulas for Macdonald polynomials and the boundary of the \((q,t)\)-Gelfand-Tsetlin graph
- Isomorphisms of -Dyson's Brownian motion with Brownian local time
- Eigenvalues for the minors of Wigner matrices
- Noncolliding Macdonald walks with an absorbing wall
- Large deviations for discrete \(\beta\)-ensembles
- Asymptotics of discrete \(\beta \)-corners processes via two-level discrete loop equations
- Perturbations of multiple Schramm-Loewner evolution with two non-colliding Dyson Brownian motions
- Matrix addition and the Dunkl transform at high temperature
- Law of large numbers and central limit theorems through Jack generating functions
- Correlation functions of the Pfaffian Schur process using Macdonald difference operators
- Intertwinings for general \(\beta\)-Laguerre and \(\beta\)-Jacobi processes
- Gaussian asymptotics of discrete \(\beta \)-ensembles
- Integrable probability: from representation theory to MacDonald processes
- Dyson's Brownian motions, intertwining and interlacing
- The bead process for beta ensembles
- Observables of Macdonald processes
- General -Jacobi corners process and the Gaussian free field
- Interacting particle systems at the edge of multilevel Dyson Brownian motions
- Infinite dimensional stochastic differential equations for Dyson's model
- Consecutive minors for Dyson's Brownian motions
- Half-space Macdonald processes
- Eigenvalue processes of symmetric tridiagonal matrix-valued processes associated with Gaussian beta ensemble
- Freezing limits for Calogero–Moser–Sutherland particle models
- A global large deviation principle for discrete -ensembles
- Dip-ramp-plateau for Dyson Brownian motion from the identity on U(N)
- Universal objects of the infinite beta random matrix theory
- Dynamical loop equation
- Multi-level loop equations for -corners processes
- Eigenvalues of Heckman-Polychronakos operators
- The intertwining property for Laguerre processes with a fixed parameter
- The intertwining property for -Laguerre processes and integral operators for Jack polynomials
- The eigenvector bead process
- A convergence framework for \(\mathrm{Airy}_\beta\) line ensemble via pole evolution
- Asymptotics of symmetric polynomials: a dynamical point of view
- Spectral independence of almost fully correlated random matrices
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