Comptes Rendus
no. 13-14
Probability Theory
Orbit measures and interlaced determinantal point processes
[Mesures orbitales et processus ponctuels déterminantaux entrelacés]

Présenté par : Marc Yor

Manon Defosseux1
1 LPMA, Université Pierre-et-Marie-Curie, 175, rue du Chevaleret, 75013 Paris, France
Comptes Rendus. Mathématique, Volume 346 (2008) no. 13-14, pp. 783-788.

Nous étudions des configurations aléatoires entrelacées sur N×R en considérant les valeurs propres des mineurs principaux de matrices hermitiennes aléatoires des algèbres de Lie complexes classiques. Nous montrons que ces configurations aléatoires sont déterminantales et donnons leur noyau de corrélation.

We study random interlaced configurations on N×R considering the eigenvalues of the main minors of Hermitian random matrices of the classical complex Lie algebras. We show that these random configurations are determinantal and give their correlation kernels.

Reçu le :
Accepté le :
Publié le :
DOI : 10.1016/j.crma.2008.05.016

Manon Defosseux 1

1 LPMA, Université Pierre-et-Marie-Curie, 175, rue du Chevaleret, 75013 Paris, France 
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Manon Defosseux. Orbit measures and interlaced determinantal point processes. Comptes Rendus. Mathématique, Volume 346 (2008) no. 13-14, pp. 783-788. doi : 10.1016/j.crma.2008.05.016. https://comptes-rendus.academie-sciences.fr/mathematique/articles/10.1016/j.crma.2008.05.016/

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  • Mark Adler; Eric Nordenstam; Pierre van Moerbeke Consecutive minors for Dyson’s Brownian motions, Stochastic Processes and their Applications, Volume 124 (2014) no. 6, p. 2023 | DOI:10.1016/j.spa.2014.01.008
  • Manon Defosseux Orbit measures, random matrix theory and interlaced determinantal processes, Annales de l'Institut Henri Poincaré, Probabilités et Statistiques, Volume 46 (2010) no. 1 | DOI:10.1214/09-aihp314
  • Alexei Borodin; Jeffrey Kuan Random surface growth with a wall and Plancherel measures for O (∞), Communications on Pure and Applied Mathematics, Volume 63 (2010) no. 7, p. 831 | DOI:10.1002/cpa.20320
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