Open Access
December 2008 Determinantal transition kernels for some interacting particles on the line
A. B. Dieker, J. Warren
Ann. Inst. H. Poincaré Probab. Statist. 44(6): 1162-1172 (December 2008). DOI: 10.1214/07-AIHP176

Abstract

We find the transition kernels for four Markovian interacting particle systems on the line, by proving that each of these kernels is intertwined with a Karlin–McGregor-type kernel. The resulting kernels all inherit the determinantal structure from the Karlin–McGregor formula, and have a similar form to Schütz’s kernel for the totally asymmetric simple exclusion process.

Nous trouvons les noyaux de transition de quatre systèmes markoviens de particules en interaction sur une ligne, en prouvant que chacun de ces noyaux s’entrelace avec un noyau du type de Karlin–McGregor. Tous les noyaux résultants héritent de la structure de déterminant de la formule de Karlin–McGregor et ont une forme similaire à celle du noyau de Schütz pour le processus d’exclusion simple totalement asymétrique.

Citation

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A. B. Dieker. J. Warren. "Determinantal transition kernels for some interacting particles on the line." Ann. Inst. H. Poincaré Probab. Statist. 44 (6) 1162 - 1172, December 2008. https://doi.org/10.1214/07-AIHP176

Information

Published: December 2008
First available in Project Euclid: 21 November 2008

zbMATH: 1181.60144
MathSciNet: MR2469339
Digital Object Identifier: 10.1214/07-AIHP176

Subjects:
Primary: 05E10 , 60J05 , 60K35
Secondary: 05E05 , 15A52

Keywords: Interacting particle system , intertwining , Karlin–McGregor theorem , Markov transition kernel , Robinson–Schensted–Knuth correspondence , Schütz theorem , stochastic recursion , symmetric functions

Rights: Copyright © 2008 Institut Henri Poincaré

Vol.44 • No. 6 • December 2008
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