Markov processes of infinitely many nonintersecting random walks
نویسندگان
چکیده
Consider an N -dimensional Markov chain obtained from N onedimensional random walks by Doob h-transform with the q-Vandermonde determinant. We prove that as N becomes large, these Markov chains converge to an infinite-dimensional Feller Markov process. The dynamical correlation functions of the limit process are determinantal with an explicit correlation kernel. The key idea is to identify random point processes on Z with q-Gibbs measures on Gelfand-Tsetlin schemes and construct Markov processes on the latter space. Independently, we analyze the large time behavior of PushASEP with finitely many particles and particle-dependent jump rates (it arises as a marginal of our dynamics on Gelfand-Tsetlin schemes). The asymptotics is given by a product of a marginal of the GUE-minor process and geometric distributions.
منابع مشابه
Markov Processes of Infinitely Many Nonintersecting Random Walks Publisher Accessed Terms of Use Detailed Terms Markov Processes of Infinitely Many Nonintersecting Random Walks
Consider an N -dimensional Markov chain obtained from N onedimensional random walks by Doob h-transform with the q-Vandermonde determinant. We prove that as N becomes large, these Markov chains converge to an infinite-dimensional Feller Markov process. The dynamical correlation functions of the limit process are determinantal with an explicit correlation kernel. The key idea is to identify rand...
متن کاملSemi-Markov approach to continuous time random walk limit processes
Continuous time random walks (CTRWs) are versatile models for anomalous diffusion processes that have found widespread application in the quantitative sciences. Their scaling limits are typically non-Markovian, and the computation of their finitedimensional distributions is an important open problem. This paper develops a general semi-Markov theory for CTRW limit processes in d-dimensional Eucl...
متن کاملLoop-erased Walks Intersect Infinitely Often in Four Dimensions
In this short note we show that the paths two independent loop-erased random walks in four dimensions intersect infinitely often. We actually prove the stronger result that the cut-points of the two walks intersect infinitely often. Let S(t) be a transient Markov chain with integer time t on a countable state space. Associated to S, is the loop-erased process Ŝ obtained by erasing loops in chro...
متن کاملDeterminantal correlations of Brownian paths in the plane with nonintersection condition on their loop-erased parts.
As an image of the many-to-one map of loop-erasing operation L of random walks, a self-avoiding walk (SAW) is obtained. The loop-erased random walk (LERW) model is the statistical ensemble of SAWs such that the weight of each SAW ζ is given by the total weight of all random walks π that are inverse images of ζ, {π:L(π)=ζ}. We regard the Brownian paths as the continuum limits of random walks and...
متن کاملOn Hidden States in Quantum Random Walks
It was recently pointed out that identifiability of quantum random walks and hidden Markov processes underlie the same principles. This analogy immediately raises questions on the existence of hidden states also in quantum random walks and their relationship with earlier debates on hidden states in quantum mechanics. The overarching insight was that not only hidden Markov processes, but also qu...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 2012