Abstract:We study a discrete-time Markov process on triangular arrays of matrices of size $$d\ge 1$$
d
≥
1
, driven by inverse Wishart random matrices. The components of the right edge evolve as multiplicative random walks on positive definite matrices with one-sided interactions and can be viewed as a d-dimensional generalisation of log-gamma polymer partition functions. We establish intertwining relations to prove th… Show more
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