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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. doi:10.1214/07-AIHP176 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 | ||||
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Subjects: | Q Science > QA Mathematics | ||||
Divisions: | Faculty of Science, Engineering and Medicine > 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 | ||||
Official Date: | December 2008 | ||||
Dates: |
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Volume: | Vol.44 | ||||
Number: | No.6 | ||||
Number of Pages: | 11 | ||||
Page Range: | pp. 1162-1172 | ||||
DOI: | 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) |
Data sourced from Thomson Reuters' Web of Knowledge
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