Non-intersecting, simple, symmetric random walks and the extended Hahn kernel
概率论
2007-05-23 v1 组合数学
摘要
Consider particles performing simple, symmetric, non-intersecting random walks, starting at points , at time 0 and ending at at time . This can also be interpreted as a random rhombus tiling of an -hexagon, or as a random boxed planar partition confined to a rectangular box with side lengths , and . The positions of the particles at all times gives a determinantal point process with a correlation kernel given in terms of the associated Hahn polynomials. In a suitable scaling limit we obtain non-intersecting Brownian motions which can be related to Dysons's Hermitian Brownian motion via a suitable transformation.
引用
@article{arxiv.math/0409013,
title = {Non-intersecting, simple, symmetric random walks and the extended Hahn kernel},
author = {Kurt Johansson},
journal= {arXiv preprint arXiv:math/0409013},
year = {2007}
}
备注
13 pages