論文

査読有り
2012年11月

System of Complex Brownian Motions Associated with the O'Connell Process

JOURNAL OF STATISTICAL PHYSICS
  • Makoto Katori

149
3
開始ページ
411
終了ページ
431
記述言語
英語
掲載種別
研究論文(学術雑誌)
DOI
10.1007/s10955-012-0602-y
出版者・発行元
SPRINGER

The O'Connell process is a softened version (a geometric lifting with a parameter a > 0) of the noncolliding Brownian motion such that neighboring particles can change the order of positions in one dimension within the characteristic length a. This process is not determinantal. Under a special entrance law, however, Borodin and Corwin gave a Fredholm determinant expression for the expectation of an observable, which is a softening of an indicator of a particle position. We rewrite their integral kernel to a form similar to the correlation kernels of determinantal processes and show, if the number of particles is N, the rank of the matrix of the Fredholm determinant is N. Then we give a representation for the quantity by using an N-particle system of complex Brownian motions (CBMs). The complex function, which gives the determinantal expression to the weight of CBM paths, is not entire, but in the combinatorial limit a -> 0 it becomes an entire function providing conformal martingales and the CBM representation for the noncolliding Brownian motion is recovered.

リンク情報
DOI
https://doi.org/10.1007/s10955-012-0602-y
Web of Science
https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=JSTA_CEL&SrcApp=J_Gate_JST&DestLinkType=FullRecord&KeyUT=WOS:000310321700002&DestApp=WOS_CPL
ID情報
  • DOI : 10.1007/s10955-012-0602-y
  • ISSN : 0022-4715
  • Web of Science ID : WOS:000310321700002

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