Related papers: Macdonald processes
This article develops a general framework for Laplace duality between positive Markov processes in which the one-dimensional Laplace transform of one process can be represented through that of another. We show that a process admits a…
This paper is a step in the direction of understanding the behavior of non-intersecting Brownian motions on the real line, when the number of particles becomes large. Consider 2k non-intersecting Brownian motions, all starting at the…
It is shown that the polynuclear growth model is a completely integrable Markov process in the sense that its transition probabilities are given by Fredholm determinants of kernels produced by a scattering transform based on the invariant…
The so-called quantum measurement problems are solved from a new perspective. One of the main observations is that the basic entities of our world are {\it particles}, elementary or composite. It follows that each elementary process, hence…
We establish It\^o's formula along flows of probability measures associated with general semimartingales; this generalizes existing results for flows of measures on It\^o processes. Our approach is to first establish It\^o's formula for…
The purpose of this article is to develop a theory behind the occurrence of "path-integral" kernels in the study of extended determinantal point processes and non-intersecting line ensembles. Our first result shows how determinants…
The paper identifies families of quasi-stationary initial conditions for infinite Brownian particle systems within a large class and provides a construction of the particle systems themselves started from such initial conditions. Examples…
MacMahon showed that the generating function for partitions into at most $k$ parts can be decomposed into a partial fractions-type sum indexed by the partitions of $k$. In this present work, a generalization of MacMahon's result is given,…
We establish an explicit expression for the conditional Laplace transform of the integrated Volterra Wishart process in terms of a certain resolvent of the covariance function. The core ingredient is the derivation of the conditional…
We calculate exactly the first cumulants of the free energy of a directed polymer in a random medium for the geometry of a cylinder. By using the fact that the n-th moment <Z^n> of the partition function is given by the ground state energy…
Determinantal point processes have arisen in diverse settings in recent years and have been investigated intensively. We study basic combinatorial and probabilistic aspects in the discrete case. Our main results concern relationships with…
Determinantal process is a dynamical extension of a determinantal point process such that any spatio-temporal correlation function is given by a determinant specified by a single continuous function called the correlation kernel.…
Time-irreversible stochastic processes are frequently used in natural sciences to explain non-equilibrium phenomena and to design efficient stochastic algorithms. Our main goal in this thesis is to analyse their dynamics by means of large…
We introduce a family of Markov processes on set partitions with a bounded number of blocks, called Lipschitz partition processes. We construct these processes explicitly by a Poisson point process on the space of Lipschitz continuous maps…
The model of Brownian Percolation has been introduced as an approximation of discrete last-passage percolation models close to the axis. It allowed to compute some explicit limits and prove fluctuation theorems for these, based on the…
We present limit theorems for a sequence of Piecewise Deterministic Markov Processes (PDMPs) taking values in a separable Hilbert space. This class of processes provides a rigorous framework for stochastic spatial models in which discrete…
An overview of the basic results on Macdonald(-Koornwinder) polynomials and double affine Hecke algebras is given. We develop the theory in such a way that it naturally encompasses all known cases. Among the basic properties of the…
Given a fixed $n\times d$ matrix $\mathbf{X}$, where $n\gg d$, we study the complexity of sampling from a distribution over all subsets of rows where the probability of a subset is proportional to the squared volume of the parallelepiped…
We give several equivalent combinatorial descriptions of the space of states for the box-ball systems, and connect certain partition functions for these models with the q-weight multiplicities of the tensor product of the fundamental…
In this article, the following results are obtained: the process of a randomly wandering particle having a size and a continuous trajectory of motion is considered; (b) based on the study of this probabilistic process, a derivation of the…