English

Markov processes of infinitely many nonintersecting random walks

Probability 2014-10-03 v2 Mathematical Physics math.MP

Abstract

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 Z 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.

Keywords

Cite

@article{arxiv.1106.1299,
  title  = {Markov processes of infinitely many nonintersecting random walks},
  author = {Alexei Borodin and Vadim Gorin},
  journal= {arXiv preprint arXiv:1106.1299},
  year   = {2014}
}

Comments

57 pages, v2: minor corrections, journal version; Probability Theory and Related Fields, 2012

R2 v1 2026-06-21T18:18:50.957Z