| dc.contributor.author | Gorin, Vadim | |
| dc.contributor.author | Shkolnikov, Mykhaylo | |
| dc.date.accessioned | 2016-10-20T20:06:39Z | |
| dc.date.available | 2016-10-20T20:06:39Z | |
| dc.date.issued | 2014-11 | |
| dc.date.submitted | 2014-11 | |
| dc.identifier.issn | 0178-8051 | |
| dc.identifier.issn | 1432-2064 | |
| dc.identifier.uri | http://hdl.handle.net/1721.1/104894 | |
| dc.description.abstract | We introduce multilevel versions of Dyson Brownian motions of arbitrary parameter β>0, generalizing the interlacing reflected Brownian motions of Warren for β=2. Such processes unify β corners processes and Dyson Brownian motions in a single object. Our approach is based on the approximation by certain multilevel discrete Markov chains of independent interest, which are defined by means of Jack symmetric polynomials. In particular, this approach allows to show that the levels in a multilevel Dyson Brownian motion are intertwined (at least for β≥1) and to give the corresponding link explicitly. | en_US |
| dc.description.sponsorship | National Science Foundation (U.S.) (NSF Grant DMS-1407562) | en_US |
| dc.description.sponsorship | Russian Foundation for Basic Research (RFBR-CNRS Grant 11-01-93105) | en_US |
| dc.description.sponsorship | Centre National de la Recherche Scientifique (France) | en_US |
| dc.publisher | Springer-Verlag | en_US |
| dc.relation.isversionof | http://dx.doi.org/10.1007/s00440-014-0596-2 | en_US |
| dc.rights | Article is made available in accordance with the publisher's policy and may be subject to US copyright law. Please refer to the publisher's site for terms of use. | en_US |
| dc.source | Springer Berlin Heidelberg | en_US |
| dc.title | Multilevel Dyson Brownian motions via Jack polynomials | en_US |
| dc.type | Article | en_US |
| dc.identifier.citation | Vadim, Gorin, and Mykhaylo Shkolnikov. "Multilevel Dyson Brownian motions via Jack polynomials" Probability Theory and Related Fields, vol. 163, no. 3, November 2014, pp. 413-463. | en_US |
| dc.contributor.department | Massachusetts Institute of Technology. Department of Mathematics | en_US |
| dc.contributor.mitauthor | Gorin, Vadim | |
| dc.relation.journal | Probability Theory and Related Fields | en_US |
| dc.eprint.version | Author's final manuscript | en_US |
| dc.type.uri | http://purl.org/eprint/type/JournalArticle | en_US |
| eprint.status | http://purl.org/eprint/status/PeerReviewed | en_US |
| dc.date.updated | 2016-08-18T15:27:44Z | |
| dc.language.rfc3066 | en | |
| dc.rights.holder | Springer-Verlag Berlin Heidelberg | |
| dspace.orderedauthors | Gorin, Vadim; Shkolnikov, Mykhaylo | en_US |
| dspace.embargo.terms | N | en |
| dc.identifier.orcid | https://orcid.org/0000-0002-9828-5862 | |
| mit.license | PUBLISHER_POLICY | en_US |
| mit.metadata.status | Complete | |
