Reunion probability of \(N\) vicious walkers: typical and large fluctuations for large \(N\) (Q1943976): Difference between revisions

The topic of this paper are non-intersecting random walks, also known as vicious walkers. More precisely, the case of \(N\) non-intersecting Brownian motions on the interval \([0,L]\) is investigated, where the main focus is set on the reunion probability: let the \(N\) walkers start in an \(\epsilon\)-neighborhood of~\(0\), what is the probability that after a certain time~\(\tau\) (w.l.o.g. \(\tau=1\)) all walkers are back at their original position? Since the walkers are restricted to the interval \([0,L]\) one has to specify what happens when one of them reaches a boundary. The authors consider three different models: absorbing, periodic, and reflecting boundary conditions. For each of these models, an exact formula for the reunion probability, depending on \(N\) and~\(L\), is derived, by employing a Fermionic path integral technique. Moreover, its asymptotic behaviour for \(N\to\infty\) is analyzed, which exhibits two different regimes, namely for \(L\ll O(\sqrt{N})\) and for \(L\geq O(\sqrt{N})\), and a third-order phase transition at some critical value \(L_c(N)\sim\sqrt{N}\). The large deviations in the tails (left and right of~\(L_c(N)\)) of the reunion probabilities reveal particularly interesting properties. Moreover, their central part around \(L_c(N)\) can be expressed by Tracy-Widom distributions. Connections to Yang-Mills theory and to random matrix theory are discussed as well.