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Macdonald processes and measures


macdonald_processes macdonald_measures macdonald_polynomials

Macdonald measures can be found in [{forrester-rains02}].

Macdonald measures

Let m,n be positive integers, a[0,1]m, b[0,1]n and 0q,t1. Let Pλ and Qλ be the Macdonald polynomials, we define the Macdonald measure by

μMac(λ)=Pλ(a)Qλ(b)ij(ajbi)(ajbit).

It is a probability measure due to

  1. the Cauchy-Littlewood identity (4.13) in macdonald_polynomials.
  2. and the fact that Pλ(a),Qλ(b)0 if we plug in the explicit formulas of the Macdonald polynomials.

This is our default Macdonald measure, which we also call the usual Macdonald measure since it involves the usual specialisation of the Macdonald polynomials.

By contrast, here is the dual Macdonald measure, involving the dual specialisation of the Macdonald polynomials.

μdMac(λ)=Pλ(a;q,t)Pλ(b;t,q)ij11+ajbi.

TODO: Exponential specialisation case.

For now we only care about the usual case μMac.

Macdonald processes

Let ϕ be the quantity defined in the Pieri rule of Macdonald polynomials. For u[0,1], define kernel Au by

Au(λ,μ)=ϕμ/λu|μ||λ|i(aiu)(taiu)

Claim. For any u, the Macdonald polynomial Pλ(b) is Au-harmonic.

Proof. Recall by (2.8)(5.5) of macdonald_polynomials,

nQ(n)(a)un=i(taiu)(aiu)

and the Pieri rule (i) of macdonald_polynomials

Pλ(a)Q(r)(a)=μ:λμ,|μ||λ|=rϕμ/λPμ(a).

Combining these two we have

Pλ(a)i(taiu)(aiu)=r0Pλ(a)Q(r)(a)ur=μ:λμϕμ/λPμ(a)u|μ||λ|

and we are done.

Definition. Let h(λ)=Pλ(a). The Macdonald process is a Markov process X with transition kernel R that is the [[doob_transform|Doob-h transform]] of kernel Abn at time n:

P(Xn=μ|Xn1=λ,X0:n2)=Abn(λ,μ)Pμ(a)Pλ(a).

The Macdonald process induces the Macdonald measure:

Claim. Let X be a Macdonald process with empty initial condition: X0 is an empty partition. Then for any fixed n, Xn distributes according to the Macdonald measure.

Proof. Use the branching formula (7.13) of macdonald_polynomials, we have

P(Xn=λ)==λ0λ1...λn(iϕλi/λi1b|λi||λi1|i)Pλ(a)ij(biaj)(biajt)=Pλ(a)Qλ(b)ij(biaj)(biajt).

References