Nonintersecting random walks in the neighborhood of a symmetric tacnode

DOI10.1214/11-AOP726MaRDI QIDQ359678zbMATH OpenOpenAlexFDO

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)

Full work available at URL https://arxiv.org/abs/1007.1163, https://projecteuclid.org/euclid.aop/1372859761

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)

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.

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Cited in

(26)

• The hard edge tacnode process and the hard edge Pearcey process with non-intersecting squared Bessel paths
• The Hermitian two matrix model with an even quartic potential
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