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math.PR2013
Observables of Macdonald processes
Alexei Borodin, Ivan Corwin, Vadim Gorin +1
We present a framework for computing averages of various observables of Macdonald processes. This leads to new contour--integral formulas for averages of a large class of multileve…
math.PR2013★ 29 cited
General beta Jacobi corners process and the Gaussian Free Field
Alexei Borodin, Vadim Gorin
We prove that the two-dimensional Gaussian Free Field describes the asymptotics of global fluctuations of a multilevel extension of the general beta Jacobi random matrix ensembles.…