Probability Theory
Orbit measures and interlaced determinantal point processes
Comptes Rendus. Mathématique, Volume 346 (2008) no. 13-14, pp. 783-788.

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.

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.

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Published online:
DOI: 10.1016/j.crma.2008.05.016
Defosseux, Manon 1

1 LPMA, Université Pierre-et-Marie-Curie, 175, rue du Chevaleret, 75013 Paris, France
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Defosseux, Manon. 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. http://www.numdam.org/articles/10.1016/j.crma.2008.05.016/

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