Nonintersecting random walks in the neighborhood of a symmetric tacnode

DOI10.1214/11-AOP726zbMATH Open1279.60062arXiv1007.1163OpenAlexW2021252979MaRDI QIDQ359678FDOQ359678

Authors: Mark Adler, Pierre van Moerbeke, Patrik Lino Ferrari 

Publication date: 22 August 2013

Published in: The Annals of Probability (Search for Journal in Brave)

Abstract: Consider a continuous time random walk in $mathbbZ$ with independent and exponentially distributed jumps $pm1$. The model in this paper consists in an infinite number of such random walks starting from the complement of $-m,-m+1,ldots,m-1,m$ at time -t, returning to the same starting positions at time t, and conditioned not to intersect. This yields a determinantal process, whose gap probabilities are given by the Fredholm determinant of a kernel. Thus this model consists of two groups of random walks, which are contained within two ellipses which, with the choice $msimeq2t$ to leading order, just touch: so we have a tacnode. We determine the new limit extended kernel under the scaling $m=lfloor2t+sigma{t}^{1/3}floor$, where parameter $sigma$ controls the strength of interaction between the two groups of random walkers.

Full work available at URL: https://arxiv.org/abs/1007.1163

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zbMATH Keywords

kernelstacnode processnonintersecting random walksPNG-model

Mathematics Subject Classification ID

Random fields (60G60) Stationary stochastic processes (60G10) KdV equations (Korteweg-de Vries equations) (35Q53) PDEs in connection with computer science (35Q68)

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Cited In (26)

• 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
• Tacnode GUE-minor processes and double Aztec diamonds
• Nonintersecting Brownian motions on the unit circle
• Double interlacing in random tiling models
• Non-intersecting squared Bessel paths at a hard-edge tacnode
• The tacnode Riemann-Hilbert problem
• A singular Toeplitz determinant and the discrete tacnode kernel for skew-Aztec rectangles
• Multiplicative functionals on ensembles of non-intersecting paths
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• An explicit effect of non-symmetry of random walks on the triangular lattice
• Limiting distribution of maximal crossing and nesting of Poissonized random matchings
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• Painlevé kernels in Hermitian matrix models
• The hard edge tacnode process and the hard edge Pearcey process with non-intersecting squared Bessel paths
• Nonintersecting Brownian bridges between reflecting or absorbing walls

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