Non-intersecting Brownian bridges and the Laguerre orthogonal ensemble
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Publication:1700403
DOI10.1214/16-AIHP781zbMATH Open1382.60122arXiv1505.01708OpenAlexW854188118MaRDI QIDQ1700403FDOQ1700403
Authors: Gia Bao Nguyen, Daniel Remenik 
Publication date: 5 March 2018
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Abstract: We show that the squared maximal height of the top path among non-intersecting Brownian bridges starting and ending at the origin is distributed as the top eigenvalue of a random matrix drawn from the Laguerre Orthogonal Ensemble. This result can be thought of as a discrete version of K. Johansson's result that the supremum of the Airy process minus a parabola has the Tracy-Widom GOE distribution, and as such it provides an explanation for how this distribution arises in models belonging to the KPZ universality class with flat initial data. The result can be recast in terms of the probability that the top curve of the stationary Dyson Brownian motion hits an hyperbolic cosine barrier.
Full work available at URL: https://arxiv.org/abs/1505.01708
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Random matrices (probabilistic aspects) (60B20) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Brownian motion (60J65)
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Cited In (15)
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- Interacting diffusions on positive definite matrices
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- Tracy-Widom distributions for the Gaussian orthogonal and symplectic ensembles revisited: a skew-orthogonal polynomials approach
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- Airy process with wanderers, KPZ fluctuations, and a deformation of the Tracy-Widom GOE distribution
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