English

Asymptotics of a discrete-time particle system near a reflecting boundary

Probability 2016-04-26 v2 Representation Theory

Abstract

We examine a discrete-time Markovian particle system on the quarter-plane introduced by M. Defosseux. The vertical boundary acts as a reflecting wall. The particle system lies in the Anisotropic Kardar-Parisi-Zhang with a wall universality class. After projecting to a single horizontal level, we take the longtime asymptotics and obtain the discrete Jacobi and symmetric Pearcey kernels. This is achieved by showing that the particle system is identical to a Markov chain arising from representations of the infinite-dimensional orthogonal group. The fixed-time marginals of this Markov chain are known to be determinantal point processes, allowing us to take the limit of the correlation kernel. We also give a simple example which shows that in the multi-level case, the particle system and the Markov chain evolve differently.

Keywords

Cite

@article{arxiv.1203.1660,
  title  = {Asymptotics of a discrete-time particle system near a reflecting boundary},
  author = {Jeffrey Kuan},
  journal= {arXiv preprint arXiv:1203.1660},
  year   = {2016}
}

Comments

16 pages, Version 2 improves the exposition