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This article is cited in 1 scientific paper (total in 1 paper)
Approximation of Markov Dynamics on the Dual Object of the Infinite-Dimensional Unitary Group
G. I. Olshanskii Institute for Information Transmission Problems of the Russian Academy of Sciences (Kharkevich Institute), Moscow
Abstract:
Earlier, A. M. Borodin and the author constructed a $4$-parameter family of Markov processes on the dual object of the infinite-dimensional unitary group. The main new result is that these processes are limits of jump processes on dual objects of increasing compact unitary groups.
Keywords:
Markov processes, Markov kernels, intertwining kernels, infinite-dimensional unitary groups, Feller semigroups, Dyson's Brownian motion.
Received: 01.06.2015
Citation:
G. I. Olshanskii, “Approximation of Markov Dynamics on the Dual Object of the Infinite-Dimensional Unitary Group”, Funktsional. Anal. i Prilozhen., 49:4 (2015), 61–75; Funct. Anal. Appl., 49:4 (2015), 289–300
Linking options:
https://www.mathnet.ru/eng/faa3210https://doi.org/10.4213/faa3210 https://www.mathnet.ru/eng/faa/v49/i4/p61
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Abstract page: | 440 | Full-text PDF : | 129 | References: | 71 | First page: | 17 |
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