Patrik L. Ferrari and René Frings Perturbed GUE Minor Process and Warren’s Process with Drifts J. Stat. Phys., 154(1): 356-377 2014 http://dx.doi.org/10.1007/s10955-013-0887-5
Abstract: We consider the minor process of (Hermitian) matrix diffusions with constant diagonal drifts. At any given time, this process is determinantal and we provide an explicit expression for its correlation kernel. This is a measure on the Gelfand–Tsetlin pattern that also appears in a generalization of Warren’s process (Electron. J. Probab. 12:573–590, 2007), in which Brownian motions have level-dependent drifts. Finally, we show that this process arises in a diffusion scaling limit from an interacting particle system in the anisotropic KPZ class in 2+1 dimensions introduced in Borodin and Ferrari (Commun. Math. Phys., 2008). Our results generalize the known results for the zero drift situation.