Related papers: Elliptic Determinantal Processes and Elliptic Dyso…
We introduce an elliptic extension of Dyson's Brownian motion model, which is a temporally inhomogeneous diffusion process of noncolliding particles defined on a circle. Using elliptic determinant evaluations related to the reduced affine…
Rosengren and Schlosser introduced notions of ${\it R}_N$-theta functions for the seven types of irreducible reduced affine root systems, ${\it R}_N={\it A}_{N-1}$, ${\it B}_{N}$, ${\it B}^{\vee}_N$, ${\it C}_{N}$, ${\it C}^{\vee}_N$, ${\it…
We obtain several determinant evaluations, related to affine root systems, which provide elliptic extensions of Weyl denominator formulas. Some of these are new, also in the polynomial special case, while others yield new proofs of the…
The Bessel process with parameter $D>1$ and the Dyson model of interacting Brownian motions with coupling constant $\beta >0$ are extended to the processes in which the drift term and the interaction terms are given by the logarithmic…
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.…
A determinantal point process (DPP) is an ensemble of random nonnegative-integer-valued Radon measures, whose correlation functions are all given by determinants specified by an integral kernel called the correlation kernel. First we show…
When the number of particles is finite, the noncolliding Brownian motion (the Dyson model) and the noncolliding squared Bessel process are determinantal diffusion processes for any deterministic initial configuration $\xi=\sum_{j \in…
We introduce new families of determinantal point processes (DPPs) on a complex plane ${\mathbb{C}}$, which are classified into seven types following the irreducible reduced affine root systems, $R_N=A_{N-1}$, $B_N$, $B^{\vee}_N$, $C_N$,…
Two aspects of noncolliding diffusion processes have been extensively studied. One of them is the fact that they are realized as harmonic Doob transforms of absorbing particle systems in the Weyl chambers. Another aspect is integrability in…
Determinantal point processes are models for regular spatial point patterns, with appealing probabilistic properties. We present their spatio-temporal counterparts and give examples of these models, based on spatio-temporal covariance…
Noncolliding Brownian motion (Dyson's Brownian motion model with parameter $\beta=2$) and noncolliding Bessel processes are determinantal processes; that is, their space-time correlation functions are represented by determinants. Under a…
We define two families of determinantal random spanning subgraphs of a finite connected graph, one supported by acyclic spanning subgraphs (spanning forests) with fixed number of connected components, the other by connected spanning…
For a broad class of point processes, including determinantal point processes, we construct associated marked and conditional ensembles, which allow to study a random configuration in the point process, based on information about a randomly…
We derive integrable equations starting from autonomous mappings with a general form inspired by the multiplicative systems associated to the affine Weyl group E$_8^{(1)}$. Five such systems are obtained, three of which turn out to be…
When the number of particles $N$ is finite, the noncolliding Brownian motion (BM) and the noncolliding squared Bessel process with index $\nu > -1$ (BESQ$^{(\nu)}$) are determinantal processes for arbitrary fixed initial configurations. In…
We study multiple orthogonal polynomials exploiting their explicit determinantal representation in terms of moments. Our reasoning follows that applied to solve the Hermite-Pad\'{e} approximation and interpolation problems. We study also…
Determinantal point processes (DPPs) are repulsive point processes where the interaction between points depends on the determinant of a positive-semi definite matrix. In this paper, we study the limiting process of L-ensembles based on…
We consider stochastic dynamical systems defined by differential equations with a uniform random time delay. The latter equations are shown to be equivalent to deterministic higher-order differential equations: for an $n$-th order equation…
In this note we present new examples of determinantal point processes with infinitely many particles. The particles live on the half-lattice {1,2,...} or on the open half-line (0,+\infty). The main result is the computation of the…
We consider a family {P} of determinantal point processes arising in representation theory and random matrix theory. The processes live on the one-dimensional lattice and their correlation kernels correspond to projection operators in the…