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Grigori Olshanski

Publications and source records attributed to Grigori Olshanski.

At least 37 records · Page 2Linked to original sources
arXiv2016

The ASEP and determinantal point processes

We introduce a family of discrete determinantal point processes related to orthogonal polynomials on the real line, with correlation kernels defined via spectral projections for the associated Jacobi matrices. For classical weights, we show how such ensembles arise as limits of various hypergeometric orthogonal polynomials ensembles. We then prove that the q-Laplace transform of the height function of the ASEP with step initial condition is equal to the expectation of a simple multiplicative functional on a discrete Laguerre ensemble --- a member of the new family. This allows us to obtain the large time asymptotics of the ASEP in three limit regimes: (a) for finitely many rightmost particles; (b) GUE Tracy-Widom asymptotics of the height function; (c) KPZ asymptotics of the height function for the ASEP with weak asymmetry. We also give similar results for two instances of the stochastic six vertex model in a quadrant. The proofs are based on limit transitions for the corresponding determinantal point processes.

math-ph↗
arXiv2016

Extended Gelfand-Tsetlin graph, its q-boundary, and q-B-splines

A continuation of the joint work by Vadim Gorin and the author, J. Funct. Anal. 270 (2016), 375-418; arXiv:1504.06832. The extended Gelfand-Tsetlin graph, introduced in that paper, is a novel combinatorial object. Its q-boundary is formed by infinite point configurations on a two-sided q-lattice. The q-boundary carries a continuous family of probability measures that are a q-analogue of the so-called zw-measures, which originated in the problem of harmonic analysis on the infinite-dimensional unitary group. In the present paper, it is proved that certain transition Markov kernels, linked to the extended Gelfand-Tsetlin graph and its q-boundary, possess the Feller property. This property is needed for constructing a model of Markov dynamics on the q-boundary. A connection with the classical B-splines and their q-analogues is discussed. Some results of the paper arXiv:1504.06832 are rederived in another way.

math.PR↗
arXiv2016

The representation ring of the unitary groups and Markov processes of algebraic origin

The paper consists of two parts. The first part introduces the representation ring for the family of compact unitary groups U(1), U(2),.... This novel object is a commutative graded algebra R with infinite-dimensional homogeneous components. It plays the role of the algebra of symmetric functions, which serves as the representation ring for the family of finite symmetric groups. The purpose of the first part is to elaborate on the basic definitions and prepare the ground for the construction of the second part of the paper. The second part deals with a family of Markov processes on the dual object to the infinite-dimensional unitary group U(infinity). These processes were defined in a joint work with Alexei Borodin (J. Funct. Anal. 2012; arXiv:1009.2029). The main result of the present paper consists in the derivation of an explicit expression for their infinitesimal generators. It is shown that the generators are implemented by certain second order partial differential operators with countably many variables, initially defined as operators on R.

math.RT↗
arXiv2015

Limit shapes for growing extreme characters of $U(\infty)$

We prove the existence of a limit shape and give its explicit description for certain probability distribution on signatures (or highest weights for unitary groups). The distributions have representation theoretic origin-they encode decomposition on irreducible characters of the restrictions of certain extreme characters of the infinite-dimensional unitary group $U(\infty)$ to growing finite-dimensional unitary subgroups $U(N)$. The characters of $U(\infty)$ are allowed to depend on $N$. In a special case, this describes the hydrodynamic behavior for a family of random growth models in $(2+1)$-dimensions with varied initial conditions.

math.RT↗
arXiv2015

A quantization of the harmonic analysis on the infinite-dimensional unitary group

The present work stemmed from the study of the problem of harmonic analysis on the infinite-dimensional unitary group U(\infty). That problem consisted in the decomposition of a certain 4-parameter family of unitary representations, which replace the nonexisting two-sided regular representation (Olshanski, J. Funct. Anal., 2003, arXiv:0109193). The required decomposition is governed by certain probability measures on an infinite-dimensional space Ω, which is a dual object to U(\infty). A way to describe those measures is to convert them into determinantal point processes on the real line, it turned out that their correlation kernels are computable in explicit form --- they admit a closed expression in terms of the Gauss hypergeometric function 2-F-1 (Borodin and Olshanski, Ann. Math., 2005, arXiv:0109194). In the present work we describe a (nonevident) q-discretization of the whole construction. This leads us to a new family of determinantal point processes. We reveal its connection with an exotic finite system of q-discrete orthogonal polynomials --- the so-called pseudo big q-Jacobi polynomials. The new point processes live on a double q-lattice and we show that their correlation kernels are expressed through the basic hypergeometric function 2-ϕ-1. A crucial novel ingredient of our approach is an extended version G of the Gelfand-Tsetlin graph (the conventional graph describes the Gelfand-Tsetlin branching rule for irreducible representations of unitary groups). We find the q-boundary of G, thus extending previously known results (Gorin, Adv. Math., 2012, arXiv:1011.1769).

math.RT↗
arXiv2014

The Gelfand-Tsetlin graph and Markov processes

The goal of the paper is to describe new connections between representation theory and algebraic combinatorics on one side, and probability theory on the other side. The central result is a construction, by essentially algebraic tools, of a family of Markov processes. The common state space of these processes is an infinite dimensional (but locally compact) space Omega. It arises in representation theory as the space of indecomposable characters of the infinite-dimensional unitary group U(infinity). Alternatively, Omega can be defined in combinatorial terms as the boundary of the Gelfand-Tsetlin graph --- an infinite graded graph that encodes the classical branching rule for characters of the compact unitary groups U(N). We also discuss two other topics concerning the Gelfand-Tsetlin graph: (1) Computation of the number of trapezoidal Gelfand-Tsetlin schemes (one could also say, the number of integral points in a truncated Gelfand-Tsetlin polytope). The formula we obtain is well suited for asymptotic analysis. (2) A degeneration procedure relating the Gelfand-Tsetlin graph to the Young graph by means of a new combinatorial object, the Young bouquet. At the end we discuss a few related works and further developments.

math.CO↗
arXiv2013

Markov dynamics on the dual object to the infinite-dimensional unitary group

These are notes for a mini-course of 3 lectures given at the St. Petersburg School in Probability and Statistical Physics (June 2012). My aim was to explain, on the example of a particular model, how ideas from the representation theory of big groups can be applied in probabilistic problems. The material is based on the joint paper arXiv:1009.2029 by Alexei Borodin and myself; a broader range of topics is surveyed in the lecture notes by Alexei Borodin and Vadim Gorin arXiv:1212.3351.

math.PR↗
arXiv2013

Markov dynamics on the Thoma cone: a model of time-dependent determinantal processes with infinitely many particles

The Thoma cone is an infinite-dimensional locally compact space, which is closely related to the space of extremal characters of the infinite symmetric group. In another context, the Thoma cone appears as the set of parameters for totally positive, upper triangular Toeplitz matrices of infinite size. The purpose of the paper is to construct a family of continuous time Markov processes on the Thoma cone, depending on two continuous parameters. Our construction largely exploits specific properties of the Thoma cone related to its representation-theoretic origin, although we do not use representations directly. On the other hand, we were inspired by analogies with random matrix theory coming from models of Markov dynamics related to orthogonal polynomial ensembles. We show that our processes possess a number of nice properties, namely: (1) every process X is a Feller process; (2) the infinitesimal generator of X, its spectrum, and the eigenfunctions admit an explicit description; (3) in the equilibrium regime, the finite-dimensional distributions of X can be interpreted as (the laws of) infinite-particle systems with determinantal correlations; (4) the corresponding time-dependent correlation kernel admits an explicit expression, and its structure is similar to that of time-dependent correlation kernels appearing in random matrix theory.

math.PR↗
arXiv2013

An interacting particle process related to Young tableaux

We discuss a stochastic particle system consisting of a two-dimensional array of particles living in one space dimension. The stochastic evolution bears a certain similarity to Hammersley's process, and the particle interaction is governed by combinatorics of the Young tableaux.

math.PR↗
arXiv2013

Projections of orbital measures, Gelfand-Tsetlin polytopes, and splines

The unitary group U(N) acts by conjugations on the space H(N) of NxN Hermitian matrices, and every orbit of this action carries a unique invariant probability measure called an orbital measure. Consider the projection of the space H(N) onto the real line assigning to an Hermitian matrix its (1,1)-entry. Under this projection, the density of the pushforward of a generic orbital measure is a spline function with N knots. This fact was pointed out by Andrei Okounkov in 1996, and the goal of the paper is to propose a multidimensional generalization. Namely, it turns out that if instead of the (1,1)-entry we cut out the upper left matrix corner of arbitrary size KxK, where K=2,...,N-1, then the pushforward of a generic orbital measure is still computable: its density is given by a KxK determinant composed from one-dimensional splines. The result can also be reformulated in terms of projections of the Gelfand-Tsetlin polytopes.

math.RT↗
arXiv2012

Equilibrium Kawasaki dynamics and determinantal point processes

Let "mu" be a point process on a countable discrete space "X". Under assumption that "mu" is quasi-invariant with respect to any finitary permutation of "X", we describe a general scheme for constructing an equilibrium Kawasaki dynamics for which "mu" is a symmetrizing (and hence invariant) measure. We also exhibit a two-parameter family of point processes "mu" possessing the needed quasi-invariance property. Each process of this family is determinantal, and its correlation kernel is the kernel of a projection operator in the Hilbert space of square-summable functions on "X".

math.PR↗
arXiv2011

The boundary of the Gelfand-Tsetlin graph: A new approach

The Gelfand-Tsetlin graph is an infinite graded graph that encodes branching of irreducible characters of the unitary groups. The boundary of the Gelfand-Tsetlin graph has at least three incarnations --- as a discrete potential theory boundary, as the set of finite indecomposable characters of the infinite-dimensional unitary group, and as the set of doubly infinite totally positive sequences. An old deep result due to Albert Edrei and Dan Voiculescu provides an explicit description of the boundary; it can be realized as a region in an infinite-dimensional coordinate space. The paper contains a novel approach to the Edrei-Voiculescu theorem. It is based on a new explicit formula for the number of semi-standard Young tableaux of a given skew shape (or of Gelfand-Tsetlin schemes of trapezoidal shape). The formula is obtained via the theory of symmetric functions, and new Schur-like symmetric functions play a key role in the derivation.

math.CO↗
arXiv2011

The Young bouquet and its boundary

The classification results for the extreme characters of two basic "big" groups, the infinite symmetric group S(infinity) and the infinite-dimensional unitary group U(infinity), are remarkably similar. It does not seem to be possible to explain this phenomenon using a suitable extension of the Schur-Weyl duality to infinite dimension. We suggest an explanation of a different nature that does not have analogs in the classical representation theory. We start from the combinatorial/probabilistic approach to characters of "big" groups initiated by Vershik and Kerov. In this approach, the space of extreme characters is viewed as a boundary of a certain infinite graph. In the cases of S(infinity) and U(infinity), those are the Young graph and the Gelfand-Tsetlin graph, respectively. We introduce a new related object that we call the Young bouquet. It is a poset with continuous grading whose boundary we define and compute. We show that this boundary is a cone over the boundary of the Young graph, and at the same time it is also a degeneration of the boundary of the Gelfand-Tsetlin graph. The Young bouquet has an application to constructing infinite-dimensional Markov processes with determinantal correlation functions.

math.RT↗
arXiv2011

The two-sided infinite extension of the Mallows model for random permutations

We introduce a probability distribution Q on the group of permutations of the set Z of integers. Distribution Q is a natural extension of the Mallows distribution on the finite symmetric group. A one-sided infinite counterpart of Q, supported by the group of permutations of the set N of natural numbers, was studied previously in our paper [Gnedin and Olshanski, Ann. Prob. 38 (2010), 2103-2135; arXiv:0907.3275]. We analyze various features of Q such as its symmetries, the support, and the marginal distributions.

math.PR↗
arXiv2010

$q$-exchangeability via quasi-invariance

For positive $q\neq1$, the $q$-exchangeability of an infinite random word is introduced as quasi-invariance under permutations of letters, with a special cocycle which accounts for inversions in the word. This framework allows us to extend the $q$-analog of de Finetti's theorem for binary sequences---see Gnedin and Olshanski [Electron. J. Combin. 16 (2009) R78]---to general real-valued sequences. In contrast to the classical case of exchangeability ($q=1$), the order on $\mathbb{R}$ plays a significant role for the $q$-analogs. An explicit construction of ergodic $q$-exchangeable measures involves random shuffling of $\mathbb{N}=\{1,2,...\}$ by iteration of the geometric choice. Connections are established with transient Markov chains on $q$-Pascal pyramids and invariant random flags over the Galois fields.

math.PR↗
arXiv2010

Markov processes on the path space of the Gelfand-Tsetlin graph and on its boundary

We construct a four-parameter family of Markov processes on infinite Gelfand-Tsetlin schemes that preserve the class of central (Gibbs) measures. Any process in the family induces a Feller Markov process on the infinite-dimensional boundary of the Gelfand-Tsetlin graph or, equivalently, the space of extreme characters of the infinite-dimensional unitary group U(infinity). The process has a unique invariant distribution which arises as the decomposing measure in a natural problem of harmonic analysis on U(infinity) posed in arXiv:math/0109193. As was shown in arXiv:math/0109194, this measure can also be described as a determinantal point process with a correlation kernel expressed through the Gauss hypergeometric function.

math.PR↗