Interlaced processes on the circle

DOI10.1214/08-AIHP305MaRDI QIDQ985352zbMATH OpenFDO

Authors Anthony Metcalfe, Neil O'Connell, J. Warren

Publication date 21 July 2010

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

Full work available at URL https://arxiv.org/abs/0804.3142, https://eudml.org/doc/78059

zbMATH Keywords

bead model on a cylinderBrownian motion in an alcovecouplingdeterminantal point processdimer configurationinterlacingPitman's theoremrandom matricesrandom reflectionrandom tilingrank 1 perturbationreflected Brownian motionRSK correspondence

Mathematics Subject Classification ID

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

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.

Review text

When two Markov operators commute, it suggests that one can couple two copies of one of the corresponding processes. The authors 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 Robinson-Schensted-Knuth algorithm.

Recommendations

• Markov processes on partitions
• The bead process for beta ensembles
• Orbit measures and interlaced determinantal point processes
• Interlacing diffusions
• Schur dynamics of the Schur processes

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Cited in

(4)

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• Pseudoprocesses on a circle and related Poisson kernels
• Consecutive minors for Dyson's Brownian motions

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