RANDOM MATRIX MINOR PROCESSES RELATED TO PERCOLATION THEORY

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.