Complex Brownian Motion Representation of the Dyson Model

Dyson’s Brownian motion model with the parameter $\beta=2$, which we simply call the Dyson model in the present paper, is realized as an $h$-transform of the absorbing Brownian motion in a Weyl chamber of type A. Depending on initial configuration with a finite number of particles, we define a set of entire functions and introduce a martingale for a system of independent complex Brownian motions (CBMs), which is expressed by a determinant of a matrix with elements given by the conformal transformations of CBMs by the entire functions. We prove that the Dyson model can be represented by the system of independent CBMs weighted by this determinantal martingale. From this CBM representation, the Eynard-Mehta-type correlation kernel is derived and the Dyson model is shown to be determinantal. The CBM representation is a useful extension of $h$-transform, since it works also in infinite particle systems. Using this representation, we prove the tightness of a series of processes, which converges to the Dyson model with an infinite number of particles, and the noncolliding property of the limit process.

💡 Research Summary

The paper presents a novel representation of Dyson’s Brownian motion model at the special inverse‑temperature parameter β = 2, which is traditionally known as the Dyson model. The authors begin by recalling the classical construction of the Dyson model as an h‑transform of absorbing Brownian motion confined to the Weyl chamber of type A. While this approach works well for a finite number of particles, it becomes cumbersome when one wishes to pass to an infinite‑particle limit. To overcome this limitation, the authors introduce a completely different probabilistic device: a system of independent complex Brownian motions (CBMs) together with a family of entire (holomorphic on ℂ) functions that encode the initial particle configuration.

For a given finite initial configuration (x=(x_{1},\dots ,x_{N})\in\mathbb{R}^{N}), they construct entire functions ({\Phi_{k}(z)}{k=1}^{N}) satisfying (\Phi{k}(x_{j})=\delta_{kj}). These functions act as conformal “coordinates’’ for the CBMs. By evaluating each (\Phi_{k}) along the trajectory of the (j)-th CBM, a matrix (A(t)=\bigl