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arXiv 0812.3146math.PRmath.RT
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Gelfand-Tsetlin图上作为马尔可夫链极限的非碰撞Jacobi过程

Non-colliding Jacobi processes as limits of Markov chains on Gelfand-Tsetlin graph

Vadim Gorin

摘要:

我们介绍了一个随机动力学的措施,出现在调和分析的无限维酉群。我们的动力学是作为Gelfand-Tsetlin图上的一列自然马尔可夫链的极限而得到的。我们计算了极限马尔可夫过程的有限维分布、与该过程相关的半群的生成元和特征函数。极限过程可以用一族独立扩散的Doob h-变换来识别。极限过程的时空相关函数具有行列式形式。

英文摘要:

We introduce a stochastic dynamics related to the measures that arise in harmonic analysis on the infinite-dimensional unitary group. Our dynamics is obtained as a limit of a sequence of natural Markov chains on Gelfand-Tsetlin graph. We compute finite-dimensional distributions of the limit Markov process, the generator and eigenfunctions of the semigroup related to this process. The limit process can be identified with Doob h-transform of a family of independent diffusions. Space-time correlation functions of the limit process have a determinantal form.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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