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Determinantal transition kernels for some interacting particles on the line
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Dieker, A. B. and Warren, Jon. (2008) Determinantal transition kernels for some interacting particles on the line. Annales de l'institut Henri Poincaré (B) Probabilités et Statistiques, Vol.44 (No.6). pp. 1162-1172. ISSN 0246-0203
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Official URL: http://dx.doi.org/10.1214/07-AIHP176
Abstract
We find the transition kernels for four Markovian interacting particle systems on the line, by proving that each of these kernels is intertwined with a Karlin-McGregor-type kernel. The resulting kernels all inherit the determinantal structure front the Karlin-McGregor formula. and have a similar form to Schutz's kernel for the totally asymmetric simple exclusion process.
| Item Type: | Journal Article |
|---|---|
| Subjects: | Q Science > QA Mathematics |
| Divisions: | Faculty of Science > Statistics |
| Library of Congress Subject Headings (LCSH): | Stochastic processes, Symmetric functions, Kernel functions, Markov processes |
| Journal or Publication Title: | Annales de l'institut Henri Poincaré (B) Probabilités et Statistiques |
| Publisher: | Institute of Mathematical Statistics |
| ISSN: | 0246-0203 |
| Date: | December 2008 |
| Volume: | Vol.44 |
| Number: | No.6 |
| Number of Pages: | 11 |
| Page Range: | pp. 1162-1172 |
| Identification Number: | 10.1214/07-AIHP176 |
| Status: | Peer Reviewed |
| Publication Status: | Published |
| Access rights to Published version: | Restricted or Subscription Access |
| Funder: | Science Foundation Ireland (SFI) |
| Grant number: | SFI04/RP1/I512 (SFI) |
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| URI: | http://wrap.warwick.ac.uk/id/eprint/28952 |
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