Nous trouvons les noyaux de transition de quatre systèmes markoviens de particules en interaction sur une ligne, en prouvant que chacun de ces noyaux s'entrelace avec un noyau du type de Karlin-McGregor. Tous les noyaux résultants héritent de la structure de déterminant de la formule de Karlin-McGregor et ont une forme similaire à celle du noyau de Schütz pour le processus d'exclusion simple totalement asymétrique.
We find the transition kernels for four markovian interacting particle systems on the line, by proving that each of these kernels is intertwined with a Karlin-McGregor-type kernel. The resulting kernels all inherit the determinantal structure from the Karlin-McGregor formula, and have a similar form to Schütz's kernel for the totally asymmetric simple exclusion process.
Mots-clés : interacting particle system, intertwining, Karlin-McGregor theorem, Markov transition kernel, Robinson-Schensted-Knuth correspondence, Schütz theorem, stochastic recursion, symmetric functions
@article{AIHPB_2008__44_6_1162_0, author = {Dieker, A. B. and Warren, J.}, title = {Determinantal transition kernels for some interacting particles on the line}, journal = {Annales de l'I.H.P. Probabilit\'es et statistiques}, pages = {1162--1172}, publisher = {Gauthier-Villars}, volume = {44}, number = {6}, year = {2008}, doi = {10.1214/07-AIHP176}, mrnumber = {2469339}, zbl = {1181.60144}, language = {en}, url = {http://www.numdam.org/articles/10.1214/07-AIHP176/} }
TY - JOUR AU - Dieker, A. B. AU - Warren, J. TI - Determinantal transition kernels for some interacting particles on the line JO - Annales de l'I.H.P. Probabilités et statistiques PY - 2008 SP - 1162 EP - 1172 VL - 44 IS - 6 PB - Gauthier-Villars UR - http://www.numdam.org/articles/10.1214/07-AIHP176/ DO - 10.1214/07-AIHP176 LA - en ID - AIHPB_2008__44_6_1162_0 ER -
%0 Journal Article %A Dieker, A. B. %A Warren, J. %T Determinantal transition kernels for some interacting particles on the line %J Annales de l'I.H.P. Probabilités et statistiques %D 2008 %P 1162-1172 %V 44 %N 6 %I Gauthier-Villars %U http://www.numdam.org/articles/10.1214/07-AIHP176/ %R 10.1214/07-AIHP176 %G en %F AIHPB_2008__44_6_1162_0
Dieker, A. B.; Warren, J. Determinantal transition kernels for some interacting particles on the line. Annales de l'I.H.P. Probabilités et statistiques, Tome 44 (2008) no. 6, pp. 1162-1172. doi : 10.1214/07-AIHP176. http://www.numdam.org/articles/10.1214/07-AIHP176/
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