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Markov processes of infinitely many nonintersecting random walks
Authors:Alexei Borodin  Vadim Gorin
Affiliation:1. Department of Mathematics, Massachusetts Institute of Technology, Cambridge, MA, USA
2. Department of Mathematics, California Institute of Technology, Pasadena, CA, USA
3. Dobrushin Mathematics Laboratory, Institute for Information Transmission Problems of Russian Academy of Sciences, Moscow, Russia
4. Mathematical Sciences Research Institute, Berkeley, CA, USA
Abstract:
Consider an N-dimensional Markov chain obtained from N one-dimensional random walks by Doob h-transform with the q-Vandermonde determinant. We prove that as N becomes large, these Markov chains converge to an infinite-dimensional Feller Markov process. The dynamical correlation functions of the limit process are determinantal with an explicit correlation kernel. The key idea is to identify random point processes on ${mathbb Z}$ with q-Gibbs measures on Gelfand–Tsetlin schemes and construct Markov processes on the latter space. Independently, we analyze the large time behavior of PushASEP with finitely many particles and particle-dependent jump rates (it arises as a marginal of our dynamics on Gelfand–Tsetlin schemes). The asymptotics is given by a product of a marginal of the GUE-minor process and geometric distributions.
Keywords:
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