A generalised Airy distribution function for the accumulated area swept by N vicious Brownian paths

DOI10.1007/S10955-016-1467-2zbMATH Open1341.82039arXiv1507.03203OpenAlexW2964191851WikidataQ60692005 ScholiaQ60692005MaRDI QIDQ285567FDOQ285567

Authors: Isaac Pérez Castillo, Denis Boyer 

Publication date: 19 May 2016

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Abstract: In this work exact expressions for the distribution function of the accumulated area swept by reunions and meanders of $N$ vicious Brownian particles up to time $T$ are derived. The results are expressed in terms of a generalised Airy distribution function, containing the Vandermonde determinant of the Airy roots. By mapping the problem to an Random Matrix Theory ensemble we are able to perform Monte Carlo simulations finding perfect agreement with the theoretical results.

Full work available at URL: https://arxiv.org/abs/1507.03203

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zbMATH Keywords

random matricesAiry distribution functionrandom walkersvicious walkers

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41) Brownian motion (60J65) Laplace transform (44A10)

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Cited In (1)

• Airy distribution function: from the area under a Brownian excursion to the maximal height of fluctuating interfaces

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