English
Related papers

Related papers: Determinantal process starting from an orthogonal …

200 papers

As well as arising naturally in the study of non-intersecting random paths, random spanning trees, and eigenvalues of random matrices, determinantal point processes (sometimes also called fermionic point processes) are relatively easy to…

Probability · Mathematics 2008-04-04 Steven N. Evans , Alex Gottlieb

We study systems of interacting Brownian particles in one dimension constructed as the diffusion scaling limits of Fisher's vicious walk models. We define two types of nonintersecting Brownian motions, in which we impose no condition (resp.…

Statistical Mechanics · Physics 2007-05-23 M. Katori , H. Tanemura

We develop a coordinate-free probabilistic framework for determinantal point processes associated with Bergman kernels on compact complex manifolds. The basic issue is that Bergman kernels are naturally line-bundle-valued:…

Complex Variables · Mathematics 2026-05-27 Thibaut Lemoine

We study a family of continuous time Markov jump processes on strict partitions (partitions with distinct parts) preserving the distributions introduced by Borodin (1997) in connection with projective representations of the infinite…

Probability · Mathematics 2011-04-19 Leonid Petrov

Two classes of interacting particle systems on $\mathbb{Z}$ are shown to be Pfaffian point processes at fixed times, and for all deterministic initial conditions. The first comprises coalescing and branching random walks, the second…

Probability · Mathematics 2023-05-04 Barnaby Garrod , Roger Tribe , Oleg Zaboronski

We consider n one-dimensional Brownian motions, such that n/2 Brownian motions start at time t=0 in the starting point a and end at time t=1 in the endpoint b and the other n/2 Brownian motions start at time t=0 at the point -a and end at…

Complex Variables · Mathematics 2010-07-30 Evi Daems , Arno Kuijlaars , Wim Veys

A new stochastic process is introduced and considered - squared Bessel process with special stochastic time. The analogues of fundamental properties for Brownian motion are deduced for squared Bessel process. In particular an analogue of…

Probability · Mathematics 2014-10-14 Maciej Wiśniewolski

Inspired by Okounkov's work [\emph{Selecta Mathematica}, 7(1):57--81, 2001] which relates KP hierarchy to determinant point process, we establish a relationship between BKP hierarchy and Pfaffian point process. We prove that the correlation…

Mathematical Physics · Physics 2019-02-20 Zhi-Lan Wang , Shi-Hao Li

A discrete Gelfand-Tsetlin pattern is a configuration of particles in Z^2. The particles are arranged in a finite number of consecutive rows, numbered from the bottom. There is one particle on the first row, two particles on the second row,…

Probability · Mathematics 2015-07-24 Erik Duse , Anthony Metcalfe

We study the global fluctuations for a class of determinantal point processes coming from large systems of non-colliding processes and non-intersecting paths. Our main assumption is that the point processes are constructed by biorthogonal…

Mathematical Physics · Physics 2015-12-22 Maurice Duits

Fractional Brownian motion is a Gaussian stochastic process with stationary, long-time correlated increments and is frequently used to model anomalous diffusion processes. We study numerically fractional Brownian motion confined to a finite…

Statistical Mechanics · Physics 2019-03-22 T. Guggenberger , G. Pagnini , T. Vojta , R. Metzler

Consider non-intersecting Brownian motions on the real line, starting from the origin at t=0, with a number of particles forced to reach p distinct target points at time t=1. This work shows that the transition probability, that is the…

Probability · Mathematics 2009-11-03 Mark Adler , Jonathan Delepine , Pierre van Moerbeke , Pol Vanhaecke

Consider n non-intersecting Brownian motions on $\mathbb{R}$, depending on time $t \in [0,1]$, with $m_i$ particles forced to leave from $a_i$ at time $t=0$, $1\leq i\leq q$, and $n_j$ particles forced to end up at $b_j$ at time $t=1$,…

Probability · Mathematics 2011-04-25 Mark Adler , Pierre van Moerbeke , Didier Vanderstichelen

Operator fractional Brownian motions (OFBMs) are zero mean, operator self-similar (o.s.s.), Gaussian processes with stationary increments. They generalize univariate fractional Brownian motions to the multivariate context. It is well-known…

Probability · Mathematics 2011-01-25 Gustavo Didier , Vladas Pipiras

This paper studies the first hitting times of generalized Poisson processes $N^f(t)$, related to Bernstein functions $f$. For the space-fractional Poisson processes, $N^\alpha(t)$, $t>0$ (corresponding to $f= x^\alpha$), the hitting…

Probability · Mathematics 2016-04-19 R. Garra , E. Orsingher , M. Scavino

Fractional Brownian motion (fBm) is an important scale-invariant Gaussian non-Markovian process with stationary increments, which serves as a prototypical example of a system with long-range temporal correlations and anomalous diffusion.…

Statistical Mechanics · Physics 2026-04-29 Baruch Meerson , Pavel V. Sasorov

Fractional Brownian motion (FBM), a non-Markovian self-similar Gaussian stochastic process with long-ranged correlations, represents a widely applied, paradigmatic mathematical model of anomalous diffusion. We report the results of…

The Branching Brownian Motions (BBM) are particles performing independent Brownian motions in $\mathbb R$ and each particle at rate 1 creates a new particle at her current position; the newborn particle increments and branchings are…

Probability · Mathematics 2017-07-05 Anna De Masi , Pablo A. Ferrari , Errico Presutti , Nahuel Soprano-Loto

In this article, using kernel convolution of order based dependent Dirichlet process (Griffin and Steel (2006)) we construct a nonstationary, nonseparable, nonparametric space-time process, which, as we show, satisfies desirable properties,…

Methodology · Statistics 2020-05-04 Moumita Das , Sourabh Bhattacharya

Consider a system of infinitely many Brownian particles on the real line. At any moment, these particles can be ranked from the bottom upward. Each particle moves as a Brownian motion with drift and diffusion coefficients depending on its…

Probability · Mathematics 2016-09-06 Andrey Sarantsev