Decorated Young tableaux and the Poissonized Robinson-Schensted process

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• 作者：Mihai Nica ^{nica@cims.nyu.edu}
• 关键词：Young diagram ; Combinatorial probability ; Non-intersecting random walks ; Integrable probability
• 刊名：Stochastic Processes and their Applications
• 出版年：2017
• 出版时间：February 2017
• 年：2017
• 卷：127
• 期：2
• 页码：449-474
• 全文大小：643 K
• 卷排序：127

文摘

We introduce an object called a decorated Young tableau which can equivalently be viewed as a continuous time trajectory of Young diagrams or as a non-intersecting line ensemble. By a natural extension of the Robinson–Schensted correspondence, we create a random pair of decorated Young tableaux from a Poisson point process in the plane, which we think of as a stochastic process in discrete space and continuous time. By using only elementary techniques and combinatorial properties, we identify this process as a Schur process and show it has the same law as certain non-intersecting Poisson walkers.