Noncolliding system of continuous-time random walks

被引:1
|
作者
Esaki, Syota [1 ]
机构
[1] Chiba Univ, Fac Sci, Dept Math & Informat, Inage Ku, 1-33 Yayoi Cho, Chiba 2638522, Japan
关键词
Determinantal martingale representation; Determinantal process; Fundamental martingale polynomials; Harmonic transform; Noncolliding random walk; Relaxation phenomenon;
D O I
10.1186/s40736-014-0011-z
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
The continuous-time random walk is defined as a Poissonization of discrete-time random walk. We study the noncolliding system of continuous-time simple and symmetric random walks on Z. We show that the system is determinantal for any finite initial configuration without multiple point. The spatio-temporal correlation kernel is expressed by using the modified Bessel functions. We extend the system to the noncolliding process with an infinite number of particles, when the initial configuration has equidistant spacing of particles, and show a relaxation phenomenon to the equilibrium determinantal point process with the sine kernel.
引用
收藏
页数:10
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