Displaying similar documents to “Brownian motions and quantum mechanics”

Interlaced processes on the circle

Anthony P. Metcalfe, Neil O’Connell, Jon Warren (2009)

Annales de l'I.H.P. Probabilités et statistiques

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When two Markov operators commute, it suggests that we can couple two copies of one of the corresponding processes. We explicitly construct a number of couplings of this type for a commuting family of Markov processes on the set of conjugacy classes of the unitary group, using a dynamical rule inspired by the RSK algorithm. Our motivation for doing this is to develop a parallel programme, on the circle, to some recently discovered connections in random matrix theory between reflected...