Nonintersecting Brownian bridges between reflecting or absorbing walls
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Abstract: We study a model of nonintersecting Brownian bridges on an interval with either absorbing or reflecting walls at the boundaries, focusing on the point in space-time at which the particles meet the wall. These processes are determinantal, and in different scaling limits when the particles approach the reflecting (resp. absorbing) walls we obtain hard-edge limiting kernels which are the even (resp. odd) parts of the Pearcey and tacnode kernels. We also show that in the single time case, our hard-edge tacnode kernels are equivalent to the ones studied by Delvaux [16], defined in terms of a Lax pair for the inhomogeneous Painlev'{e} II equation (PII). As a technical ingredient in the proof, we construct a Schlesinger transform for the Lax pair in [16] which preserves the Hastings--McLeod solutions to PII.
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- scientific article; zbMATH DE number 5068373 (Why is no real title available?)
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- The Pearcey process
- The hard edge tacnode process and the hard edge Pearcey process with non-intersecting squared Bessel paths
- The hard-edge tacnode process for Brownian motion
- The tacnode Riemann-Hilbert problem
- Transitions between critical kernels: from the tacnode kernel and critical kernel in the two-matrix model to the Pearcey kernel
- Two Lax systems for the Painlevé II equation, and two related kernels in random matrix theory
- Universality for the Pearcey process
- Universality in complex Wishart ensembles for general covariance matrices with 2 distinct eigenvalues
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- Comment on: ``Non-intersecting Brownian bridges in the flat-to-flat geometry
- Boundary asymptotics of non-intersecting Brownian motions: Pearcey, Airy and a transition
- Non-intersecting squared Bessel paths at a hard-edge tacnode
- Nonintersecting Brownian bridges on the unit circle with drift
- Uniform asymptotics for the discrete Laguerre polynomials
- Non-intersecting Brownian bridges in the flat-to-flat geometry
- Critical behavior of non-intersecting Brownian motions
- The hard-edge tacnode process for Brownian motion
- Macdonald denominators for affine root systems, orthogonal theta functions, and elliptic determinantal point processes
- Fluctuations of the arctic curve in the tilings of the Aztec diamond on restricted domains
- Non-colliding Brownian bridges and the asymmetric tacnode process
- Asymptotics of the Hard Edge Pearcey Determinant
- The \(k\)-tacnode process
- Boundary behavior of a constrained Brownian motion between reflecting-repellent walls
- Gap probability for the hard edge Pearcey process
- Elliptic determinantal processes and elliptic Dyson models
- Restricted maximum of non-intersecting Brownian bridges
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