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

DOI10.1007/S10955-016-1467-2MaRDI QIDQ285567zbMATH OpenOpenAlexWikidataFDO

Authors Isaac Pérez Castillo, Denis Boyer

Publication date 19 May 2016

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

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

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)

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.

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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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