SearcharxivSearch

arXiv · 1802.07359

Positive temperature dynamics on Gelfand-Tsetlin patterns restricted by wall

Abstract

The thesis focuses on processes on symplectic Gelfand-Tsetlin patterns. In chapter 4, a process with dynamics inspired by the Berele correspondence [Ber86] is presented. It is proved that the shape of the pattern is a Doob $h$-transform of independent random walks with $h$ given by the symplectic Schur function. This is followed by an extension to a $q$-weighted version. This randomised version has itself a branching structure and is related to a $q$-deformation of the $so_{2n+1}$-Whittaker functions. In chapter 5, we present a fully randomised process. This process $q$-deforms a process proposed in [WW09]. In chapter 7 we prove the convergence of the $q$-deformation of the $so_{2n+1}$-Whittaker functions to the classical $so_{2n+1}$-Whittaker functions when $q \to 1$. Finally, in chapter 8 we turn our interest to the continuous setting and construct a process on patterns which contains a positive temperature analogue of the Dyson's Brownian motion of type $B/C$. The processes obtained are $h$-transforms of Brownian motions killed at a continuous rate that depends on their distance from the boundary of the Weyl chamber of type $B/C$, with $h$ related with the $so_{2n+1}$-Whittaker functions.

Explore related subjects

Keep this discovery

BibTeXRIS

Ioanna Nteka. 2018-02-20. Positive temperature dynamics on Gelfand-Tsetlin patterns restricted by wall. https://arxiv.org/abs/1802.07359

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection

In this paper, we study averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection. First, we derive a general averaging principle applicable to such equations under minimal assumptions. Subsequently, since the coefficients of the obtained averaged equation still depend on the small scaling parameter $\e$, we impose either periodic or asymptotic conditions on the coefficients, thereby obtain two distinct averaged equations whose coefficients are independent of $\e$ and establish two averaging principles. Stopping times and Khasminskii's time discretization schemes play an important role. Finally, a concrete example is provided to illustrate the applicability and validity of the theoretical results.

math.PR

Spectral properties of Random Matrices

We give the theoretical foundations of random matrix theory through the definitions of a random matrix, a random probability measure and the corresponding empirical spectral distribution. The technical tool we use is the Stieltjes transform method through which we prove optimal convergence of the empirical spectral distribution of random sample covariance matrices to the deterministic Marchenko-Pastur distribution. We also give new results about the rigidity of the eigenvalues of this random sample covariance matrix and the rate of their convergence. We then define the Dyson equation method to prove new local laws about a random matrix model that interpolates between the Marchenko-Pastur distribution, the elliptical law and the circular law. Through our work these local laws can be considered universal.

math.PR

Moments approach for the elephant random walk

We discuss the method of moments for the one-dimensional elephant random walk (ERW). We first derive a differential recurrence relation for the characteristic function of the ERW, which yields a corresponding system of recurrence relations for its moments. We then obtain asymptotic approximations for the moments in each of the three parameter regimes of the ERW. Finally, by establishing the convergence of the moments and verifying the corresponding moment-determinacy conditions, we identify the limiting distributions of the ERW in each regime.

math.PR