Multiplicative functionals on ensembles of non-intersecting paths

被引:15
作者
Borodin, Alexei [1 ,2 ]
Corwin, Ivan [1 ,3 ,4 ]
Remenik, Daniel [5 ,6 ]
机构
[1] MIT, Dept Math, Cambridge, MA 02139 USA
[2] Inst Informat Transmiss Problems, Moscow, Russia
[3] Columbia Univ, Dept Math, New York, NY 10027 USA
[4] Clay Math Inst, Providence, RI 02903 USA
[5] Univ Chile, Dept Ingn Matemat, Santiago, Chile
[6] Univ Chile, Ctr Modelamiento Matemat, Santiago, Chile
来源
ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES | 2015年 / 51卷 / 01期
基金
美国国家科学基金会;
关键词
Non-intersecting paths; Determinantal point process; AIRY(2) PROCESSES; BROWNIAN MOTIONS; RANDOM MATRICES; SCHUR PROCESS; RANDOM-WALKS; END-POINT; EIGENVALUE; TRANSITION; TASEP;
D O I
10.1214/13-AIHP579
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
The purpose of this article is to develop a theory behind the occurrence of "path-integral" kernels in the study of extended determinantal point processes and non-intersecting line ensembles. Our first result shows how determinants involving such kernels arise naturally in studying ratios of partition functions and expectations of multiplicative functionals for ensembles of non-intersecting paths on weighted graphs. Our second result shows how Fredholm determinants with extended kernels (as arise in the study of extended determinantal point processes such as the Airy(2) process) are equal to Fredholm determinants with path-integral kernels. We also show how the second result applies to a number of examples including the stationary (GUE) Dyson Brownian motion, the Airy(2) process, the Pearcey process, the Airy(1) and Airy(2 -> 1) processes, and Markov processes on partitions related to the z-measures.
引用
收藏
页码:28 / 58
页数:31
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