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arxiv: 1407.0505 · v2 · pith:BAVG6CK3new · submitted 2014-07-02 · 🧮 math.PR · math-ph· math.MP

Noncolliding system of continuous-time random walks

classification 🧮 math.PR math-phmath.MP
keywords randomsystemcontinuous-timenoncollidingconfigurationdeterminantalinitialkernel
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The continuous-time random walk is defined as a Poissonization of discrete-time random walk. We study the noncolliding system of continuous-time simple and symmetric random walks on ${\mathbb{Z}}$. We show that the system is determinantal for any finite initial configuration without multiple point. The spatio-temporal correlation kernel is expressed by using the modified Bessel functions. We extend the system to the noncolliding process with an infinite number of particles, when the initial configuration has equidistant spacing of particles, and show a relaxation phenomenon to the equilibrium determinantal point process with the sine kernel.

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