%0 Journal Article
%T Non-colliding Jacobi processes as limits of Markov chains on Gelfand-Tsetlin graph
%A Vadim Gorin
%J Mathematics
%D 2008
%I arXiv
%X 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 Gelfand-Tsetlin graph. We compute 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 Doob h-transform of a family of independent diffusions. Space-time correlation functions of the limit process have a determinantal form.
%U http://arxiv.org/abs/0812.3146v1