6 papers
Determinantal structures in space inhomogeneous dynamics on interlacing arrays
Theodoros Assiotis
We introduce a space inhomogeneous generalization of the dynamics on interlacing arrays considered by Borodin and Ferrari. We show that for a certain class of initial conditions th…
The boundary of the orbital beta process
Theodoros Assiotis, Joseph Najnudel
The unitarily invariant probability measures on infinite Hermitian matrices have been classified by Pickrell, and by Olshanski and Vershik. This classification is equivalent to det…
Moments of moments of characteristic polynomials of random unitary matrices and lattice point counts
Theodoros Assiotis, Jonathan P. Keating
In this note we give a combinatorial and non-computational proof of the asymptotics of the integer moments of the moments of the characteristic polynomials of Haar distributed unit…
On a gateway between the Laguerre process and dynamics on partitions
Theodoros Assiotis
Probability measures and stochastic dynamics on matrices and on partitions are related by standard, albeit technical, discrete to continuous scaling limits. In this paper we provid…
Ergodic Decomposition for Inverse Wishart Measures on Infinite Positive-Definite Matrices
Theodoros Assiotis
The ergodic unitarily invariant measures on the space of infinite Hermitian matrices have been classified by Pickrell and Olshanski-Vershik. The much-studied complex inverse Wishar…
A matrix Bougerol identity and the Hua-Pickrell measures
Theodoros Assiotis
We prove a Hermitian matrix version of Bougerol's identity. Moreover, we construct the Hua-Pickrell measures on Hermitian matrices, as stochastic integrals with respect to a drifti…