G. I. Olshanski, “Diffusion processes on the Thoma cone”, Funktsional. Anal. i Prilozhen., 2016, Volume 50, Issue 3,Pages <nobr>85

This article is cited in 1 paper

Brief communications

Diffusion processes on the Thoma cone

G. I. Olshanski^ab

^a Institute for Information Transmission Problems, Russian Academy of Sciences, Moscow, Russia
^b National Research University Higher School of Economics, Moscow, Russia

Abstract: The Thoma cone is a certain infinite-dimensional space that arises in the representation theory of the infinite symmetric group. The present note is a continuation of a paper by A. M. Borodin and the author (Electr. J. Probab. 18 (2013), no. 75), where a 2-parameter family of continuous-time Markov processes on the Thoma cone was constructed. The purpose of the note is to show that these processes are diffusions.

Keywords: infinite symmetric group, Thoma simplex, Thoma cone, symmetric functions, diffusion processes.

UDC: 519.217.4

Received: 16.05.2016

DOI: 10.4213/faa3246