Multiplicative functionals on ensembles of non-intersecting paths

Abstract

The purpose of this article is to develop a theory behind the occurrence of “path-integral” kernels in the study of extended determinantal point processes and non-intersecting line ensembles. Our first result shows how determinants involving such kernels arise naturally in studying ratios of partition functions and expectations of multiplicative functionals for ensembles of non-intersecting paths on weighted graphs. Our second result shows how Fredholm determinants with extended kernels (as arise in the study of extended determinantal point processes such as the Airy[subscript 2] process) are equal to Fredholm determinants with path-integral kernels. We also show how the second result applies to a number of examples including the stationary (GUE) Dyson Brownian motion, the Airy[subscript 2] process, the Pearcey process, the Airy[subscript 1] and Airy[subscript 2→1] processes, and Markov processes on partitions related to the zz-measures.