Markov processes of infinitely many nonintersecting random walks

نویسندگان

  • Alexei Borodin
  • Vadim Gorin
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.

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Markov Processes of Infinitely Many Nonintersecting Random Walks Publisher Accessed Terms of Use Detailed Terms Markov Processes of Infinitely Many Nonintersecting Random Walks

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تاریخ انتشار 2012