NONCOLLIDING JACOBI PROCESSES AS LIMITS OF MARKOV CHAINS ON THE GELFAND-TSETLIN GRAPH

摘要

We introduce a stochastic dynamics related to the measures that arise in harmonic analysis on the infinite-dimensional unitary group. Our dynamics is obtained as a limit of a sequence of natural Markov chains on the Gelfand-Tsetlin graph. We compute the finite-dimensional distributions of the limit Markov process, the generator and eigenfunctions of the semigroup related to this process. The limit process can be identified with the Doob h-transform of a family of independent diffusions. The space-time correlation functions of the limit process have a determinantal form.