English

Multiplicative functionals on ensembles of non-intersecting paths

Probability 2020-10-15 v1

Abstract

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 involving such kernels arise naturally in studying ratios of partition functions and expectations of multiplicative functionals for ensembles of non-intersecting paths on weighted graphs. Our second result shows how Fredholm determinants with extended kernels (as arise in the study of extended determinantal point processes such as the Airy_2 process) are equal to Fredholm determinants with path-integral kernels. We also show how the second result applies to a number of examples including the stationary (GUE) Dyson Brownian motion, the Airy_2 process, the Pearcey process, the Airy_1 and Airy_{2->1} processes, and Markov processes on partitions related to the z-measures.

Keywords

Cite

@article{arxiv.1301.7450,
  title  = {Multiplicative functionals on ensembles of non-intersecting paths},
  author = {Alexei Borodin and Ivan Corwin and Daniel Remenik},
  journal= {arXiv preprint arXiv:1301.7450},
  year   = {2020}
}

Comments

32 pages, 1 figure

R2 v1 2026-06-21T23:18:14.614Z