Markov processes of infinitely many nonintersecting random walks
- Creators
- Borodin, Alexei
- Gorin, Vadim
Abstract
Consider an N-dimensional Markov chain obtained from N one-dimensional 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.
Additional Information
© 2012 Springer Verlag. Received: 12 August 2011. Accepted: 20 February 2012. Published online: 14 March 2012. The authors would like to thank the anonymous referee for his valuable suggestions which improved the text. A.B. was partially supported by NSF grant DMS-1056390. V.G. was partially supported by "Dynasty" foundation, by RFBR—CNRS grant 10-01-93114, by the program "Development of the scientific potential of the higher school" and by Simons Foundation—IUM scholarship.Additional details
- Eprint ID
- 38135
- DOI
- 10.1007/s00440-012-0417-4
- Resolver ID
- CaltechAUTHORS:20130426-111925691
- NSF
- DMS-1056390
- Dynasty Foundation
- RFBR-CNRS
- 10-01-93114
- Development of the Scientific Potential of the Higher School Program
- Simons Foundation-IUM Scholarship
- Created
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2013-04-26Created from EPrint's datestamp field
- Updated
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2021-11-09Created from EPrint's last_modified field