Abstract
We introduce a two parameter (a,β > -1) family of interacting particle systems with determinantal correlation kernels expressible in terms of Jacobi polynomials {P(a,β)k } k=0. The family includes previously discovered Plancherel measures for the infinite-dimensional orthogonal and symplectic groups. The construction uses certain multivariate BC-type orthogonal polynomials that generalize the characters of these groups. The local asymptotics near the hard edge where one expects distinguishing behavior yields the multi-time (a,β)-dependent discrete Jacobi kernel and the multi-time β-dependent hard-edge Pearcey kernel. The hard-edge Pearcey kernel has previously appeared in the asymptotics of non-intersecting squared Bessel paths at the hard edge.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 2329-2355 |
| Number of pages | 27 |
| Journal | Annales de l'institut Henri Poincare (B) Probability and Statistics |
| Volume | 56 |
| Issue number | 4 |
| DOIs | |
| State | Published - Nov 2020 |
| Externally published | Yes |
All Science Journal Classification (ASJC) codes
- Statistics and Probability
- Statistics, Probability and Uncertainty
Keywords
- Determinantal point process
- Hard-edge Pearcey
- Jacobi