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arXiv 1301.7017math.PRmath-phmath.CAmath.MP
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与渗流理论有关的随机矩阵子过程

Random matrix minor processes related to percolation theory

Mark Adler, Pierre van Moerbeke, Dong Wang

摘要:

本文研究了一类n阶矩阵模型及其连续n阶特征值的马尔可夫链。它们是连续的主子式的两个模型,GUE与外部源和多个Laguerre矩阵模型,和只是适当定义的连续矩阵的第三个,Jacobi-Pineiro模型,但连续模型的特征值都交织。我们展示:(i)对于每一个有限模型,我们给出了相关马尔可夫链的转移概率和特征值的整个交错集的联合分布;我们证明了这是一个行列式点过程,其扩展核具有许多共同的特征。(ii)对于这些模型和它们的特征值集合,我们关联一个最后一次通过的渗流模型,无论是有限渗流还是沿着有限宽度的无限条的渗流,得到最后一次通过时间和特征值之间的精确关系。(iii)最后,它表明,适当选择的指数分布的渗流,非常小的手段,重新缩放的最后通过时间导致Pearcey过程,这应该连接Pearcey统计与随机定向聚合物。

英文摘要:

This paper studies a number of matrix models of size n and the associated Markov chains for the eigenvalues of the models for consecutive n's. They are consecutive principal minors for two of the models, GUE with external source and the multiple Laguerre matrix model, and merely properly defined consecutive matrices for the third one, the Jacobi-Pineiro model; nevertheless the eigenvalues of the consecutive models all interlace. We show: (i) For each of those finite models, we give the transition probability of the associated Markov chain and the joint distribution of the entire interlacing set of eigenvalues; we show this is a determinantal point process whose extended kernels share many common features. (ii) To each of these models and their set of eigenvalues, we associate a last-passage percolation model, either finite percolation or percolation along an infinite strip of finite width, yielding a precise relationship between the last passage times and the eigenvalues. (iii) Finally it is shown that for appropriate choices of exponential distribution on the percolation, with very small means, the rescaled last passage times lead to the Pearcey process; this should connect the Pearcey statistics with random directed polymers.

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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