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Zapiski Nauchnykh Seminarov POMI, 2008, Volume 360, Pages 91–123 (Mi znsl2160)  
This article is cited in 5 scientific papers (total in 5 papers)

Non-colliding Jacobi processes as limits of Markov chains on the Gelfand–Tsetlin graph

V. E. Gorinab

a M. V. Lomonosov Moscow State University
b Independent University of Moscow
Full-text PDF (421 kB) Citations (5)
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Abstract: We introduce a stochastic dynamics related to the measures that arise in the harmonic analysis on the infinite-dimensional unitary group. Our dynamics is obtained as a limit of a sequence of natural Markov chains on the Gelfand–Tsetlin graph.
We compute the finite-dimensional distributions of the limit Markov process, as well as the generator and eigenfunctions of the semigroup related to this process.
The limit process can be identified with the Doob $h$-transform of a family of independent diffusions. The space-time correlation functions of the limit process have a determinantal form. Bibl. – 21 titles.
Received: 19.12.2008
English version:
Journal of Mathematical Sciences (New York), 2009, Volume 158, Issue 6, Pages 819–837
DOI: https://doi.org/10.1007/s10958-009-9416-0
Bibliographic databases:
UDC: 519.217
Language: Russian
Citation: V. E. Gorin, “Non-colliding Jacobi processes as limits of Markov chains on the Gelfand–Tsetlin graph”, Representation theory, dynamics systems, combinatorial methods. Part XVI, Zap. Nauchn. Sem. POMI, 360, POMI, St. Petersburg, 2008, 91–123; J. Math. Sci. (N. Y.), 158:6 (2009), 819–837
Citation in format AMSBIB
\Bibitem{Gor08}
\by V.~E.~Gorin
\paper Non-colliding Jacobi processes as limits of Markov chains on the Gelfand--Tsetlin graph
\inbook Representation theory, dynamics systems, combinatorial methods. Part~XVI
\serial Zap. Nauchn. Sem. POMI
\yr 2008
\vol 360
\pages 91--123
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl2160}
\zmath{https://zbmath.org/?q=an:05632968}
\elib{https://elibrary.ru/item.asp?id=13759293}
\transl
\jour J. Math. Sci. (N. Y.)
\yr 2009
\vol 158
\issue 6
\pages 819--837
\crossref{https://doi.org/10.1007/s10958-009-9416-0}
\elib{https://elibrary.ru/item.asp?id=13615693}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-67349196470}
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  • https://www.mathnet.ru/eng/znsl/v360/p91
    • This publication is cited in the following 5 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
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