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JOURNALS // Funktsional'nyi Analiz i ego Prilozheniya // Archive

Funktsional. Anal. i Prilozhen., 2015 Volume 49, Issue 4, Pages 61–75 (Mi faa3210)

This article is cited in 1 paper

Approximation of Markov Dynamics on the Dual Object of the Infinite-Dimensional Unitary Group

G. I. Olshanskii

Institute for Information Transmission Problems of the Russian Academy of Sciences (Kharkevich Institute), Moscow

Abstract: Earlier, A. M. Borodin and the author constructed a $4$-parameter family of Markov processes on the dual object of the infinite-dimensional unitary group. The main new result is that these processes are limits of jump processes on dual objects of increasing compact unitary groups.

Keywords: Markov processes, Markov kernels, intertwining kernels, infinite-dimensional unitary groups, Feller semigroups, Dyson's Brownian motion.

UDC: 519.217

Received: 01.06.2015

DOI: 10.4213/faa3210


 English version:
Functional Analysis and Its Applications, 2015, 49:4, 289–300

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