Monday, December 24, 2012

1212.5534 (Patrik L. Ferrari et al.)

Perturbed GUE Minor Process and Warren's Process with Drifts    [PDF]

Patrik L. Ferrari, René Frings
We consider the minor process of (Hermitian) matrix diffusions with constant diagonal drifts. At any given time, this process is determinantal and we provide an explicit expression for its correlation kernel. This is a measure on the Gelfand-Tsetlin pattern that also appears in a generalization of Warren's process, in which Brownian motions have level-dependent drifts. Finally, we show that this process arises in a diffusion scaling limit from an interacting particle system in the anisotropic KPZ class in 2+1 dimensions.
View original:

No comments:

Post a Comment