Elliptic Determinantal Processes and Elliptic Dyson Models

• Published in: Symmetry, integrability and geometry, methods and applications Vol. 13
• Main Author: Katori, Makoto
• Format: Journal Article
• Language: English
• Published: Kiev National Academy of Sciences of Ukraine 04-10-2017
• Subjects: Differential equations; Martingales; Probability theory; Stochastic systems
• ISSN: 1815-0659; 1815-0659
• DOI: 10.3842/SIGMA.2017.079

We introduce seven families of stochastic systems of interacting particles in one-dimension corresponding to the seven families of irreducible reduced affine root systems. We prove that they are determinantal in the sense that all spatio-temporal correlation functions are given by determinants controlled by a single function called the spatio-temporal correlation kernel. For the four families [...], [...], [...] and [...], we identify the systems of stochastic differential equations solved by these determinantal processes, which will be regarded as the elliptic extensions of the Dyson model. Here we use the notion of martingales in probability theory and the elliptic determinant evaluations of the Macdonald denominators of irreducible reduced affine root systems given by Rosengren and Schlosser. [ProQuest: [...] denotes formulae omitted.]