Nonintersecting Brownian bridges between reflecting or absorbing walls

DOI10.1016/J.AIM.2016.10.024zbMATH Open1407.60111arXiv1608.08712OpenAlexW2963340622WikidataQ57700192 ScholiaQ57700192MaRDI QIDQ509668FDOQ509668

Dong Wang, Karl Liechty

Publication date: 17 February 2017

Published in: Advances in Mathematics (Search for Journal in Brave)

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 $4imes4$ Lax pair for the inhomogeneous Painlev'{e} II equation (PII). As a technical ingredient in the proof, we construct a Schlesinger transform for the $4imes4$ Lax pair in [16] which preserves the Hastings--McLeod solutions to PII.

Full work available at URL: https://arxiv.org/abs/1608.08712

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zbMATH Keywords

nonintersecting Brownian motionsdeterminantal processes[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=Painlev%EF%BF%BD%EF%BF%BD+II&go=Go Painlev�� II]hard-edge pearcey processhard-edge tacnode processSchlesinger transformation

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Brownian motion (60J65)

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Cited In (14)

• Uniform asymptotics for the discrete Laguerre polynomials
• Asymptotics of the Hard Edge Pearcey Determinant
• Boundary behavior of a constrained Brownian motion between reflecting-repellent walls
• Boundary asymptotics of non-intersecting Brownian motions: Pearcey, Airy and a transition
• Non-intersecting squared Bessel paths at a hard-edge tacnode
• Fluctuations of the arctic curve in the tilings of the Aztec diamond on restricted domains
• Gap probability for the hard edge Pearcey process
• Elliptic determinantal processes and elliptic Dyson models
• The \(k\)-tacnode process
• Macdonald denominators for affine root systems, orthogonal theta functions, and elliptic determinantal point processes
• Restricted maximum of non-intersecting Brownian bridges
• Critical behavior of non-intersecting Brownian motions
• Noncolliding Macdonald walks with an absorbing wall
• Comment on: ``Non-intersecting Brownian bridges in the flat-to-flat geometry

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