English

Hard-edge asymptotics of the Jacobi growth process

Probability 2017-08-08 v1

Abstract

We introduce a two parameter (α,β>1\alpha, \beta>-1) family of interacting particle systems with determinantal correlation kernels expressible in terms of Jacobi polynomials {Pk(α,β)}k0\{ P^{(\alpha, \beta)}_k \}_{k \geq 0}. The family includes previously discovered Plancherel measures for the infinite-dimensional orthogonal and symplectic groups. The construction uses certain BC-type orthogonal polynomials which generalize the characters of these groups. The local asymptotics near the hard edge where one expects distinguishing behavior yields the multi-time (α,β)(\alpha, \beta)-dependent discrete Jacobi kernel and the multi-time β\beta-dependent hard-edge Pearcey kernel. For nonnegative integer values of β\beta, the hard-edge Pearcey kernel had previously appeared in the asymptotics of non-intersecting squared Bessel paths at the hard edge.

Keywords

Cite

@article{arxiv.1608.06384,
  title  = {Hard-edge asymptotics of the Jacobi growth process},
  author = {Mark Cerenzia and Jeffrey Kuan},
  journal= {arXiv preprint arXiv:1608.06384},
  year   = {2017}
}

Comments

this article supersedes arXiv:1506.08742