Virasoro action on Schur function expansions, skew Young tableaux and random walks

Details Virasoro action on Schur function expansions, skew Young tableaux and random walks Virasoro action on Schur function expansions, skew Young tableaux and random walks

2003-09-11

arxiv.org/abs/math/0309202v1

Mathematics

Probability

60 pages

Scientific paper

It is known that some matrix integrals over U(n) satisfy an sl(2,R)-algebra of Virasoro constraints. Acting with these Virasoro generators on 2-dimensional Schur function expansions leads to difference relations on the coefficients of this expansions. These difference relations, set equal to zero, are precisely the backward and forward equations for non-intersecting random walks. The transition probabilities for these random walks appear as the coefficients of an expansion of U(n)-matrix integrals (of the type above), by inserting in the integral the product of two Schur polynomials associated with two partitions; the latter are specified by the initial and final positions of the non-intersecting random walk. An essential ingredient in this work is the generalization of the Murnaghan-Nakayama rule to the action of Virasoro on Schur polynomials.

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