Correlation Functions of the Schur Process Through Macdonald Difference Operators
arXiv:1401.6979
Abstract
Introduced by Okounkov and Reshetikhin, the Schur process is known to be a determinantal point process, meaning that its correlation functions are minors of a single correlation kernel matrix. Previously, this was derived using determinantal expressions for the skew-Schur polynomials. In this paper we obtain this result in a different way, using the fact that the Schur polynomials are eigenfunctions of Macdonald difference operators.
28 pages, no figures; Versions 2, 3, and 4: minor edits