Critical behavior of nonintersecting Brownian motions at a tacnode
From MaRDI portal
Publication:3174216
Abstract: We study a model of one-dimensional non-intersecting Brownian motions with two prescribed starting points at time and two prescribed ending points at time in a critical regime where the paths fill two tangent ellipses in the time-space plane as . The limiting mean density for the positions of the Brownian paths at the time of tangency consists of two touching semicircles, possibly of different sizes. We show that in an appropriate double scaling limit, there is a new familiy of limiting determinantal point processes with integrable correlation kernels that are expressed in terms of a new Riemann-Hilbert problem of size . We prove solvability of the Riemann-Hilbert problem and establish a remarkable connection with the Hastings-McLeod solution of the Painlev'e II equation. We show that this Painlev'e II transcendent also appears in the critical limits of the recurrence coefficients of the multiple Hermite polynomials that are associated with the non-intersecting Brownian motions. Universality suggests that the new limiting kernels apply to more general situations whenever a limiting mean density vanishes according to two touching square roots, which represents a new universality class.
Recommendations
- A Phase Transition for Nonintersecting Brownian Motions, and the Painleve II Equation
- The tacnode Riemann-Hilbert problem
- The Tacnode Kernel: Equality of Riemann–Hilbert and Airy Resolvent Formulas
- Critical behavior of non-intersecting Brownian motions
- Nonintersecting Brownian motions on the unit circle
Cites work
- scientific article; zbMATH DE number 5068373 (Why is no real title available?)
- A boundary value problem associated with the second Painleve transcendent and the Korteweg-de Vries equation
- A graph-based equilibrium problem for the limiting distribution of nonintersecting Brownian motions at low temperature
- Airy processes with wanderers and new universality classes
- Asymptotics for the painlevé II equation
- Asymptotics of non-intersecting Brownian motions and a 4 4 Riemann-Hilbert problem
- Coincidence probabilities
- Critical Edge Behavior in Unitary Random Matrix Ensembles and the Thirty-Fourth Painlevé Transcendent
- Determinantal martingales and noncolliding diffusion processes
- Discrete polynuclear growth and determinantal processes
- Double scaling limit for modified Jacobi-Angelesco polynomials
- Dyson's nonintersecting Brownian motions with a few outliers
- Eigenvalues of the Laguerre process as non-colliding squared Bessel processes
- Large \(n\) limit of Gaussian random matrices with external source. II
- Large \(n\) limit of Gaussian random matrices with external source. III: Double scaling limit
- Limits of determinantal processes near a tacnode
- Monodromy- and spectrum-preserving deformations. I
- Multiple orthogonal polynomials of mixed type and non-intersecting Brownian motions
- Non-equilibrium dynamics of Dyson's model with an infinite number of particles
- Non-intersecting Brownian motions leaving from and going to several points
- Non-intersecting paths, random tilings and random matrices
- Non-intersecting squared Bessel paths and multiple orthogonal polynomials for modified Bessel weights
- Non-intersecting squared Bessel paths: Critical time and double scaling limit
- Noncolliding Brownian motion and determinantal processes
- Nonintersecting Brownian excursions
- Nonintersecting random walks in the neighborhood of a symmetric tacnode
- On the linearization of the first and second Painlevé equations
- On the solvability of Painlevé II and IV
- Orthogonal polynomials and random matrices: a Riemann-Hilbert approach.
- PDEs for the Gaussian ensemble with external source and the Pearcey distribution
- Random skew plane partitions and the Pearcey process
- Random surface growth with a wall and Plancherel measures for \(O (\infty )\)
- Random vicious walks and random matrices
- Riemann-Hilbert problems for multiple orthogonal polynomials
- Scale invariance of the PNG droplet and the Airy process
- The Pearcey process
- The Riemann--Hilbert approach to strong asymptotics for orthogonal polynomials on [-1,1]
- The Riemann–Hilbert Problem and Inverse Scattering
- The isomonodromy approach to matrix models in 2D quantum gravity
- Two Bessel bridges conditioned never to collide, double Dirichlet series, and Jacobi theta function
- Uniform asymptotics for polynomials orthogonal with respect to varying exponential weights and applications to universality questions in random matrix theory
- Universality of the double scaling limit in random matrix models
Cited in
(38)- The hard edge tacnode process and the hard edge Pearcey process with non-intersecting squared Bessel paths
- Double scaling limit for modified Jacobi-Angelesco polynomials
- The Hermitian two matrix model with an even quartic potential
- Two Lax systems for the Painlevé II equation, and two related kernels in random matrix theory
- The matching condition for larger size Riemann-Hilbert problems
- Noncolliding Brownian motion with drift and time-dependent Stieltjes-Wigert determinantal point process
- Non-intersecting squared Bessel paths and multiple orthogonal polynomials for modified Bessel weights
- Boundary asymptotics of non-intersecting Brownian motions: Pearcey, Airy and a transition
- Nonintersecting Brownian motions on the unit circle
- The gap probabilities of the tacnode, Pearcey and Airy point processes, their mutual relationship and evaluation
- Nonintersecting random walks in the neighborhood of a symmetric tacnode
- Non-intersecting squared Bessel paths at a hard-edge tacnode
- Double interlacing in random tiling models
- The tacnode Riemann-Hilbert problem
- Non-intersecting Brownian bridges and the Laguerre orthogonal ensemble
- The hard-edge tacnode process for Brownian motion
- A critical phenomenon in the two-matrix model in the quartic/quadratic case
- Nonintersecting Brownian motions, integrable systems and orthogonal polynomials
- Non-intersecting squared Bessel paths: Critical time and double scaling limit
- Brownian regularity for the Airy line ensemble, and multi-polymer watermelons in Brownian last passage percolation
- A PDE for non-intersecting Brownian motions and applications
- On the gap probability of the tacnode process
- Location of poles for the Hastings-McLeod solution to the second Painlevé equation
- Non-colliding Brownian motions and the extended tacnode process
- The \(k\)-tacnode process
- A periodic hexagon tiling model and non-Hermitian orthogonal polynomials
- Non-intersecting squared Bessel paths with one positive starting and ending point
- Non-intersecting Brownian motions leaving from and going to several points
- Double Aztec diamonds and the tacnode process
- Determinantal process starting from an orthogonal symmetry is a Pfaffian process
- Asymptotics of non-intersecting Brownian motions and a 4 4 Riemann-Hilbert problem
- Painlevé kernels in Hermitian matrix models
- Nonintersecting Brownian bridges on the unit circle with drift
- Critical behavior of non-intersecting Brownian motions
- The local universality of Muttalib-Borodin biorthogonal ensembles with parameter \(\theta = \frac{1}{2}\)
- A Jacobi type Christoffel-Darboux formula for multiple orthogonal polynomials of mixed type
- A Phase Transition for Nonintersecting Brownian Motions, and the Painleve II Equation
- Nonintersecting Brownian bridges between reflecting or absorbing walls
This page was built for publication: Critical behavior of nonintersecting Brownian motions at a tacnode
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3174216)
