Non-colliding Brownian bridges and the asymmetric tacnode process

DOI10.1214/EJP.V17-1811zbMATH Open1258.60011arXiv1112.5002MaRDI QIDQ428666FDOQ428666

Bálint Vető, Patrik Lino Ferrari

Publication date: 22 June 2012

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Abstract: We consider non-colliding Brownian bridges starting from two points and returning to the same position. These positions are chosen such that, in the limit of large number of bridges, the two families of bridges just touch each other forming a tacnode. We obtain the limiting process at the tacnode, the "asymmetric tacnode process". It is a determinantal point process with correlation kernel given by two parameters: (1) the curvature's ratio lambda>0 of the limit shapes of the two families of bridges, (2) a parameter sigma controlling the interaction on the fluctuation scale. This generalizes the result for the symmetric tacnode process (lambda=1 case).

Full work available at URL: https://arxiv.org/abs/1112.5002

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zbMATH Keywords

universalitydeterminantal processeslimit processesnoncolliding walkstacnode

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Random matrices (probabilistic aspects) (60B20) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Brownian motion (60J65)

Cited In (18)

• Two Lax systems for the Painlevé II equation, and two related kernels in random matrix theory
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• 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
• The tacnode Riemann-Hilbert problem
• Brownian bridges for late time asymptotics of KPZ fluctuations in finite volume
• Non-intersecting Brownian bridges and the Laguerre orthogonal ensemble
• Fluctuations of the arctic curve in the tilings of the Aztec diamond on restricted domains
• Multiplicative functionals on ensembles of non-intersecting paths
• On the gap probability of the tacnode process
• The \(k\)-tacnode process
• A periodic hexagon tiling model and non-Hermitian orthogonal polynomials
• Double Aztec diamonds and the tacnode process
• Nonintersecting Brownian bridges on the unit circle with drift
• The hard edge tacnode process and the hard edge Pearcey process with non-intersecting squared Bessel paths
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