English

Determinantal process starting from an orthogonal symmetry is a Pfaffian process

Probability 2012-01-04 v2 Statistical Mechanics Mathematical Physics math.MP Exactly Solvable and Integrable Systems

Abstract

When the number of particles NN is finite, the noncolliding Brownian motion (BM) and the noncolliding squared Bessel process with index ν>1\nu > -1 (BESQ(ν)^{(\nu)}) are determinantal processes for arbitrary fixed initial configurations. In the present paper we prove that, if initial configurations are distributed with orthogonal symmetry, they are Pfaffian processes in the sense that any multitime correlation functions are expressed by Pfaffians. The 2×22 \times 2 skew-symmetric matrix-valued correlation kernels of the Pfaffians processes are explicitly obtained by the equivalence between the noncolliding BM and an appropriate dilatation of a time reversal of the temporally inhomogeneous version of noncolliding BM with finite duration in which all particles start from the origin, Nδ0N \delta_0, and by the equivalence between the noncolliding BESQ(ν)^{(\nu)} and that of the noncolliding squared generalized meander starting from Nδ0N \delta_0.

Keywords

Cite

@article{arxiv.1104.1864,
  title  = {Determinantal process starting from an orthogonal symmetry is a Pfaffian process},
  author = {Makoto Katori},
  journal= {arXiv preprint arXiv:1104.1864},
  year   = {2012}
}

Comments

v2: AMS-LaTeX, 17 pages, no figure, corrections made for publication in J.Stat.Phys

R2 v1 2026-06-21T17:52:10.773Z