We introduce an elliptic extension of Dyson’s Brownian motion model, which is a temporally inhomogeneous diffusion process of noncolliding particles defined on a circle. Using elliptic determinant evaluations related to the reduced affine root system of type $$A$$A, we give determinantal martingale representation (DMR) for the process, when it is started at the configuration with equidistant spacing on the circle. DMR proves that the process is determinantal and the spatio-temporal correlation kernel is determined. By taking temporally homogeneous limits of the present elliptic determinantal process, trigonometric and hyperbolic versions of noncolliding diffusion processes are studied.
CITATION STYLE
Katori, M. (2015). Elliptic determinantal process of type A. Probability Theory and Related Fields, 162(3–4), 637–677. https://doi.org/10.1007/s00440-014-0581-9
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