Séminaire de Probabilités commun ICJ/UMPA

The bead process for beta ensembles

par Joseph Najnudel

Europe/Paris
e-UMPA (ENS)

e-UMPA

ENS

Description
The bead process introduced by Boutillier is a countable interlacing of the determinantal sine-kernel point processes. We construct the bead process for general sine beta processes as an infinite dimensional Markov chain whose transition mechanism is explicitly described. We show that this process is the microscopic scaling limit in the bulk of the Hermite beta corner process introduced by Gorin and Shkolnikov, generalizing the process of the minors of the Gaussian unitary and orthogonal ensembles.