Interlaced processes on the circle

DOI10.1214/08-AIHP305zbMATH Open1218.60075arXiv0804.3142MaRDI QIDQ985352FDOQ985352

Anthony Metcalfe, J. Warren, Neil O'Connell

Publication date: 21 July 2010

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Abstract: When two Markov operators commute, it suggests that we can couple two copies of one of the corresponding processes. We explicitly construct a number of couplings of this type for a commuting family of Markov processes on the set of conjugacy classes of the unitary group, using a dynamical rule inspired by the RSK algorithm. Our motivation for doing this is to develop a parallel programme, on the circle, to some recently discovered connections in random matrix theory between reflected and conditioned systems of particles on the line. One of the Markov chains we consider gives rise to a family of Gibbs measures on `bead configurations' on the infinite cylinder. We show that these measures have determinantal structure and compute the corresponding space-time correlation kernel.

Full work available at URL: https://arxiv.org/abs/0804.3142

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zbMATH Keywords

determinantal point processcouplingrandom matricesreflected Brownian motioninterlacingrandom tilingRSK correspondencePitman's theorembead model on a cylinderBrownian motion in an alcovedimer configurationrandom reflectionrank 1 perturbation

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Markov processes (60J99) Combinatorial aspects of representation theory (05E10) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15) Continuum models (systems of particles, etc.) arising in equilibrium statistical mechanics (82B21)

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Cited In (4)

• Pseudoprocesses on a circle and related Poisson kernels
• Consecutive minors for Dyson's Brownian motions
• Hua-Pickrell diffusions and Feller processes on the boundary of the graph of spectra
• Universality properties of Gelfand-Tsetlin patterns

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