Interlaced processes on the circle
type: Item
instance of: scholarly article
title: Interlaced processes on the circle
zbMATH Open document ID: 1218.60075
DOI: 10.1214/08-AIHP305
author: Anthony Metcalfe
author: Neil O'Connell
author: J. Warren
published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques
publication date: 2010-07-21T00:00:00Z
full work available at URL: https://arxiv.org/abs/0804.3142
full work available at URL: https://eudml.org/doc/78059
review text: When two Markov operators commute, it suggests that one can couple two copies of one of the corresponding processes. The authors construct a number of couplings of this type for a commuting family of Markov processes on the set of conjugacy classes of the unitary group, using a dynamical rule inspired by the Robinson-Schensted-Knuth algorithm.
reviewed by: Nasir N. Ganikhodjaev
Mathematics Subject Classification ID: 60J99
Mathematics Subject Classification ID: 60B15
Mathematics Subject Classification ID: 82B21
Mathematics Subject Classification ID: 05E10
Mathematics Subject Classification ID: 60B20
zbMATH DE Number: 5758876
zbMATH Keywords: random matrices
zbMATH Keywords: RSK correspondence
zbMATH Keywords: coupling
zbMATH Keywords: interlacing
zbMATH Keywords: rank 1 perturbation
zbMATH Keywords: random reflection
zbMATH Keywords: Pitman's theorem
zbMATH Keywords: reflected Brownian motion
zbMATH Keywords: Brownian motion in an alcove
zbMATH Keywords: bead model on a cylinder
zbMATH Keywords: determinantal point process
zbMATH Keywords: random tiling
zbMATH Keywords: dimer configuration
MaRDI profile type: Publication
arXiv ID: 0804.3142
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description: scientific article