9 июня 2017 г. 14:45–15:30, Symposium on Probability Theory and Random Processes, Euler International Mathematical Institute, St. Petersburg, 5–9 June, 2017
On the Gibbs property for the determinantal point processes
Аннотация:
The talk will describe conditional measures in a bounded interval, with
respect to fixing the configuration in the exterior, for
one-dimensional determinantal point processes governed by integrable
kernels.
These conditional measures are given by orthogonal polynomial ensembles
with explicitly computed weights.
Examples include classical determinantal point processes of random
matrix theory such as the sine-process or the process governed by the
Bessel kernel.
The talk is based on the preprint arXiv:1605.01400.