I2M, CNRS, Marseille
Date(s) : 19/02/2016 iCal
18 h 00 min - 19 h 30 min
The first result of the talk is that determinantal point processes on Z induced by integrable kernels are quasi-invariant under the action of the infinite symmetric group. The Radon-Nikodym derivative is a regularized multiplicative functional on the space of configurations. A key example is the discrete sine-process of Borodin, Okounkov and Olshanski.
The second result is a continuous counterpart of the first: namely, it is proved that determinantal point processes with integrable kernles on R, a class that includes processes arising in random matrix theory such as Dyson’s sine-process, or the processes with the Bessel kernel or the Airy kernel studied by Tracy and Widom, are quasi-invariant under the action of the group of diffeomorphisms of the line with compact support.
No analogues of these results are known in higher dimensions. In joint work with Yanqi Qiu it is shown, however, that for determinantal point processes corresponding to Hilbert spaces of holomorphic functions on the complex plane C or on the unit disk D, the quasi-invariance under the action of the group of diffeomorphisms with compact support also holds.
Location: St. Petersburg Department of V.A. Steklov Institute of Mathematics of the Russian Academy of Sciences, 27 Fontanka, St. Petersburg, Russia