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Семинар отдела геометрии и топологии МИАН «Геометрия, топология и математическая физика» (семинар С. П. Новикова)
14 октября 2015 г. 18:30, г. Москва, мехмат МГУ, ауд. 16-22
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Quasi-Symmetries of Determinantal Point Processes
А. И. Буфетовab a Математический институт им. В.А. Стеклова Российской академии наук, г. Москва
b Национальный исследовательский университет "Высшая школа экономики", г. Москва
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Эта страница: | 459 |
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Аннотация:
The classical De Finetti Theorem (1937) states that an exchangeable collection
of random variables is a mixture of Bernoulli sequences.
The first result of the talk is that determinantal point processes on Z
induced by integrable kernels are quasi-invariant under the action of the
infinite symmetric group. The Radon-Nikodym derivative is a regularized
multiplicative functional on the space of configurations. A key example is the
discrete sine-process of Borodin, Okounkov and Olshanski.
The second result is a continuous counterpart of the first: namely, it is
proved that determinantal point processes with integrable kernles on R, a class
that includes processes arising in random matrix theory such as Dyson's
sine-process, or the processes with the Bessel kernel or the Airy kernel
studied by Tracy and Widom, are quasi-invariant under the action of the group
of diffeomorphisms of the line with compact support.
While no analogues of these results in higher dimensions are known, in joint
work with Yanqi Qiu it is shown that for determinantal point processes
corresponding to Hilbert spaces of holomorphic functions on the complex plane C
or on the unit disk D, the quasi-invariance under the action of the group of
diffeomorphisms with compact support also holds.
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