Related papers: Interacting Particles on the Line and Dunkl Intert…
Dunkl processes are generalizations of Brownian motion obtained by using the differential-difference operators known as Dunkl operators as a replacement of spatial partial derivatives in the heat equation. Special cases of these processes…
Two families of stochastic interacting particle systems, the interacting Brownian motions and Bessel processes, are defined as extensions of Dyson's Brownian motion models and the eigenvalue processes of the Wishart and Laguerre processes…
The Calogero-Moser systems are a series of interacting particle systems on one dimension that are both classically and quantum-mechanically integrable. Their integrability has been established through the use of Dunkl operators (a series of…
We consider the interacting Bessel processes, a family of multiple-particle systems in one dimension where particles evolve as individual Bessel processes and repel each other via a log-potential. We consider two limiting regimes for this…
We study the joint asymptotic behavior of spacings between particles at the edge of multilevel Dyson Brownian motions, when the number of levels tends to infinity. Despite the global interactions between particles in multilevel Dyson…
The Dunkl operators associated to a dihedral group are a pair of differential-difference operators that generate a commutative algebra acting on differentiable functions in $\mathbb{R}^2$. The intertwining operator intertwines between this…
One-dimensional system of Brownian motions called Dyson's model is the particle system with long-range repulsive forces acting between any pair of particles, where the strength of force is $\beta/2$ times the inverse of particle distance.…
Dyson's Brownian motion model with the parameter $\beta=2$, which we simply call the Dyson model in the present paper, is realized as an $h$-transform of the absorbing Brownian motion in a Weyl chamber of type A. Depending on initial…
Dyson's model is a one-dimensional system of Brownian motions with long-range repulsive forces acting between any pair of particles with strength proportional to the inverse of distances with proportionality constant $\beta/2$. We give…
In this paper, we pursue the investigations started in \cite{Mas-You} where the authors provide a construction of the Dunkl intertwining operator for a large subset of the set of regular multiplicity values. More precisely, we make concrete…
Recently O'Connell introduced an interacting diffusive particle system in order to study a directed polymer model in 1+1 dimensions. The infinitesimal generator of the process is a harmonic transform of the quantum Toda-lattice Hamiltonian…
We introduce and study a model in one dimension of $N$ run-and-tumble particles (RTP) which repel each other logarithmically in the presence of an external quadratic potential. This is an "active'' version of the well-known Dyson Brownian…
A noncolliding diffusion process is a conditional process of $N$ independent one-dimensional diffusion processes such that the particles never collide with each other. This process realizes an interacting particle system with long-ranged…
Dunkl operators are differential-difference operators parametrized by a finite reflection group and a weight function. The commutative algebra generated by these operators generalizes the algebra of standard differential operators and…
Dunkl operators associated with finite reflection groups generate a commutative algebra of differential-difference operators. There exists a unique linear operator called intertwining operator which intertwines between this algebra and the…
We introduce multilevel versions of Dyson Brownian motions of arbitrary parameter $\beta>0$, generalizing the interlacing reflected Brownian motions of Warren for $\beta=2$. Such processes unify $\beta$ corners processes and Dyson Brownian…
These lecture notes are intended as an introduction to the theory of rational Dunkl operators and the associated special functions, with an emphasis on positivity and asymptotics. We start with an outline of the general concepts: Dunkl…
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.…
Let $n$ particles move in standard Brownian motion in one dimension, with the process terminating if two particles collide. This is a specific case of Brownian motion constrained to stay inside a Weyl chamber; the Weyl group for this…
We study the dynamics of a certain discrete model of interacting particles that comes from the so called shuffling algorithm for sampling a random tiling of an Aztec diamond. It turns out that the transition probabilities have a…