A graph-based equilibrium problem for the limiting distribution of nonintersecting Brownian motions at low temperature (Q607492)

From MaRDI portal

!

This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:

scientific article; zbMATH DE number 5818057
Language Label Description Also known as
default for all languages
No label defined
    English
    A graph-based equilibrium problem for the limiting distribution of nonintersecting Brownian motions at low temperature
    scientific article; zbMATH DE number 5818057

      Statements

      A graph-based equilibrium problem for the limiting distribution of nonintersecting Brownian motions at low temperature (English)
      0 references
      0 references
      0 references
      22 November 2010
      0 references
      The paper deals with nonintersecting one-dimensional Brownian motions with prescribed starting and ending positions. For the case of one starting point and one ending point it is known that the positions of the paths at any intermediate time have the same distribution as the eigenvalues of a Gaussian Unitary Ensemble (GUE) from random matrix theory. In the case of one starting point and two or more ending points the positions of the paths have the same distribution as the eigenvalues of a GUE with external source. This model is described by multiple Hermite polynomials. Much less is known for the general case of \(p\geq 2\) starting points and \(q\geq 2\) ending points. What is known is that the model is described by multiple Hermite polynomials of mixed type which have a characterization in terms of a matrix-valued Riemann-Hilbert problem. The score of the authors is to study the general case of \(p\geq 2\) and \(q\geq 2\) with methods from potential theory, more precisely with vector equilibrium problems with external fields.
      0 references
      non-intersecting Brownian motions
      0 references
      Karlin-McGregor theorem
      0 references
      vector potential theory
      0 references
      graph theory
      0 references
      multiple orthogonal polynomials
      0 references
      Riemann-Hilbert problem
      0 references
      Deift-Zhou steepest descent analysis
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references

      Identifiers

      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references