4.3 Article

Markov processes of infinitely many nonintersecting random walks

Journal

PROBABILITY THEORY AND RELATED FIELDS
Volume 155, Issue 3-4, Pages 935-997

Publisher

SPRINGER HEIDELBERG
DOI: 10.1007/s00440-012-0417-4

Keywords

Non-intersecting paths; Infinite-dimensional Markov process; Determinantal point process; Gelfand-Tsetlin scheme

Funding

  1. NSF [DMS-1056390]
  2. Dynasty foundation
  3. RFBR-CNRS [10-01-93114]
  4. program Development of the scientific potential of the higher school
  5. Simons Foundation-IUM scholarship
  6. Direct For Mathematical & Physical Scien
  7. Division Of Mathematical Sciences [1056390] Funding Source: National Science Foundation

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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 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.

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