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Hard-edge asymptotics of the Jacobi growth process (1608.06384v1)

Published 23 Aug 2016 in math.PR

Abstract: We introduce a two parameter ($\alpha, \beta>-1$) family of interacting particle systems with determinantal correlation kernels expressible in terms of Jacobi polynomials ${ P{(\alpha, \beta)}k }{k \geq 0}$. The family includes previously discovered Plancherel measures for the infinite-dimensional orthogonal and symplectic groups. The construction uses certain BC-type orthogonal polynomials which generalize the characters of these groups. The local asymptotics near the hard edge where one expects distinguishing behavior yields the multi-time $(\alpha, \beta)$-dependent discrete Jacobi kernel and the multi-time $\beta$-dependent hard-edge Pearcey kernel. For nonnegative integer values of $\beta$, the hard-edge Pearcey kernel had previously appeared in the asymptotics of non-intersecting squared Bessel paths at the hard edge.

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