Consider an N-dimensional Markov chain obtained from N one-dimensional random walks by Doob h-transform with the q-Vandermonde determinant. We prove that as N becomes large, these Markov chains converge to an infinite-dimensional Feller Markov process. The dynamical correlation functions of the limit process are determinantal with an explicit correlation kernel. The key idea is to identify random point processes on Z with q-Gibbs measures on Gelfand–Tsetlin schemes and construct Markov processes on the latter space. Independently, we analyze the large time behavior of PushASEP with finitely many particles and particle-dependent jump rates (it arises as a marginal of our dynamics on Gelfand–Tsetlin schemes). The asymptotics is given by a pro...
We consider a family of stationary Gaussian processes that includes the stationary Ornstein-Uhlenbec...
AbstractWe study the asymptotic behaviour of Markov chains (Xn,ηn) on Z+×S, where Z+ is the non-nega...
Consider a continuous-time Markov process with transition rates matrix Q in the state space Lambda b...
Consider an N-dimensional Markov chain obtained from N one-dimensional random walks by Doob h-transf...
Consider an N-dimensional Markov chain obtained from N one-dimensional random walks by Doob h-transf...
Consider an N-dimensional Markov chain obtained from N one-dimensional random walks by Doob h-transf...
Consider an N-dimensional Markov chain obtained from N one-dimensional random walks by Doob h-transf...
Original manuscript August 14, 2012Consider an N-dimensional Markov chain obtained from N one-dimens...
We construct a four-parameter family of Markov processes on infinite Gelfand–Tsetlin schemes that pr...
We construct a four-parameter family of Markov processes on infinite Gelfand–Tsetlin schemes that pr...
AbstractWe construct a four-parameter family of Markov processes on infinite Gelfand–Tsetlin schemes...
We construct a four-parameter family of Markov processes on infinite Gelfand–Tsetlin schemes that pr...
AbstractThis paper is devoted to the analysis of the finite-dimensional distributions and asymptotic...
© Institute of Mathematical Statistics, 2019. We consider the N-particle noncolliding Bernoulli rand...
Kozitsky Y, Röckner M. A Markov process for an infinite interacting particle system in the continuum...
We consider a family of stationary Gaussian processes that includes the stationary Ornstein-Uhlenbec...
AbstractWe study the asymptotic behaviour of Markov chains (Xn,ηn) on Z+×S, where Z+ is the non-nega...
Consider a continuous-time Markov process with transition rates matrix Q in the state space Lambda b...
Consider an N-dimensional Markov chain obtained from N one-dimensional random walks by Doob h-transf...
Consider an N-dimensional Markov chain obtained from N one-dimensional random walks by Doob h-transf...
Consider an N-dimensional Markov chain obtained from N one-dimensional random walks by Doob h-transf...
Consider an N-dimensional Markov chain obtained from N one-dimensional random walks by Doob h-transf...
Original manuscript August 14, 2012Consider an N-dimensional Markov chain obtained from N one-dimens...
We construct a four-parameter family of Markov processes on infinite Gelfand–Tsetlin schemes that pr...
We construct a four-parameter family of Markov processes on infinite Gelfand–Tsetlin schemes that pr...
AbstractWe construct a four-parameter family of Markov processes on infinite Gelfand–Tsetlin schemes...
We construct a four-parameter family of Markov processes on infinite Gelfand–Tsetlin schemes that pr...
AbstractThis paper is devoted to the analysis of the finite-dimensional distributions and asymptotic...
© Institute of Mathematical Statistics, 2019. We consider the N-particle noncolliding Bernoulli rand...
Kozitsky Y, Röckner M. A Markov process for an infinite interacting particle system in the continuum...
We consider a family of stationary Gaussian processes that includes the stationary Ornstein-Uhlenbec...
AbstractWe study the asymptotic behaviour of Markov chains (Xn,ηn) on Z+×S, where Z+ is the non-nega...
Consider a continuous-time Markov process with transition rates matrix Q in the state space Lambda b...