Exact solution of interacting particle systems related to random matrices

DOI10.1007/S00220-023-04777-8zbMATH Open1521.60045OpenAlexW4380989846MaRDI QIDQ6135930FDOQ6135930

Authors: Theodoros Assiotis 

Publication date: 28 August 2023

Published in: Communications in Mathematical Physics (Search for Journal in Brave)

Abstract: We consider one-dimensional diffusions, with polynomial drift and diffusion coefficients, so that in particular the motion can be space-inhomogeneous, interacting via one-sided reflections. The prototypical example is the well-known model of Brownian motions with one-sided collisions, also known as Brownian TASEP, which is equivalent to Brownian last passage percolation. We obtain a formula for the finite dimensional distributions of these particle systems, starting from arbitrary initial condition, in terms of a Fredholm determinant of an explicit kernel. As far as we can tell, in the space-inhomogeneous setting and for general initial condition this is the first time such a result has been proven. We moreover consider the model of non-colliding diffusions, again with polynomial drift and diffusion coefficients, which includes the ones associated to all the classical ensembles of random matrices. We prove that starting from arbitrary initial condition the induced point process has determinantal correlation functions in space and time with an explicit correlation kernel. A key ingredient in our general method of exact solution for both models is the application of the backward in time diffusion flow on certain families of polynomials constructed from the initial condition.

Full work available at URL: https://arxiv.org/abs/2210.12450

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zbMATH Keywords

diffusion coefficientspolynomial driftbackward in time diffusion flow

Mathematics Subject Classification ID

Diffusion processes (60J60) Brownian motion (60J65)

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