Markov Processes on the Duals to Infinite-Dimensional Classical Lie Groups
Probability
2017-09-01 v2
Abstract
We construct a four parameter (z, z', a, b) family of Markov dynamics that preserve the z-measures on the boundary of the branching graph for classical Lie groups of type B, C, D. Our guiding principle is the "method of intertwiners" used previously in [7] to construct Markov processes that preserve the zw-measures.
Keywords
Cite
@article{arxiv.1608.02281,
title = {Markov Processes on the Duals to Infinite-Dimensional Classical Lie Groups},
author = {Cesar Cuenca},
journal= {arXiv preprint arXiv:1608.02281},
year = {2017}
}
Comments
44 pages. v2: several typos and minor errors fixed; added appendix A. To appear in Annales de l'Institut Henri Poincare: Probabilites et Statistiques