Critical behavior of nonintersecting Brownian motions at a tacnode

DOI10.1002/CPA.20373zbMATH Open1231.60085arXiv1009.2457OpenAlexW2963179502MaRDI QIDQ3174216FDOQ3174216

Authors: Steven Delvaux, Lun Zhang, Arno B. J. Kuijlaars 

Publication date: 12 October 2011

Published in: Communications on Pure and Applied Mathematics (Search for Journal in Brave)

Abstract: We study a model of $n$ one-dimensional non-intersecting Brownian motions with two prescribed starting points at time $t=0$ and two prescribed ending points at time $t=1$ in a critical regime where the paths fill two tangent ellipses in the time-space plane as $noinfty$. 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 $4imes4$. 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.

Full work available at URL: https://arxiv.org/abs/1009.2457

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zbMATH Keywords

Riemann-Hilbert problemnonintersecting Brownian motions

Mathematics Subject Classification ID

Brownian motion (60J65)

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Cited In (38)

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