A Palm hierarchy for determinantal point processes with the confluent hypergeometric kernel, the decomposing measures in the problem of harmonic analysis on the infinite-dimensional unitary group

Abstract

The main result of this note is that the shift of the parameter by 1 in the parameter space of decomposing measures in the problem of harmonic analysis on the infinite-dimensional unitary group corresponds to the taking of the reduced Palm measure at infinity for our decomposing measures. The proof proceeds by finite-dimensional approximation of our measures by orthogonal polynomial ensembles. The key remark is that the taking the reduced Palm measure commutes with the scaling limit transition from finite to infinite particle systems.