On the largest-eigenvalue process for generalized Wishart random matrices

Abstract

Using a change-of-measure argument, we prove an equality in law between the process of largest eigenvalues in a generalized Wishart random-matrix process and a last-passage percolation process. This equality in law was conjectured by Borodin and Peche.

References in corpus (4)

• Airy kernel with two sets of parameters in directed percolation and random matrix theory
• Determinantal transition kernels for some interacting particles on the line
• A multi-dimensional Markov chain and the Meixner ensemble
• Determinantal Correlations for Classical Projection Processes

Cited by in corpus (5)

• Geometric RSK correspondence, Whittaker functions and symmetrized random polymers
• General beta Jacobi corners process and the Gaussian Free Field
• Matrix models for multilevel Heckman-Opdam and multivariate Bessel measures
• Random matrix minor processes related to percolation theory
• Correlation kernels for sums and products of random matrices