Boundary asymptotics of non-intersecting Brownian motions: Pearcey, Airy and a transition

DOI10.1088/1361-6544/AD1DBCMaRDI QIDQ6148995zbMATH OpenOpenAlexWikidataFDO

Authors Thorsten Neuschel, Martin Venker

Publication date 8 February 2024

Published in Nonlinearity (Search for Journal in Brave)

Copyright license Creative Commons Attribution 3.0 Unported

Full work available at URL https://arxiv.org/abs/2212.03816

zbMATH Keywords

Airy line ensembleDyson's Brownian motionPearcey processrandom matricestransitionuniversality

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Brownian motion (60J65)

Abstract: We study $n$ non-intersecting Brownian motions, corresponding to the eigenvalues of an $nimesn$ Hermitian Brownian motion. At the boundary of their limit shape we find that only three universal processes can arise: the Pearcey process close to merging points, the Airy line ensemble at edges and a novel determinantal process describing the transition from the Pearcey process to the Airy line ensemble. The three cases are distinguished by a remarkably simple integral condition. Our results hold under very mild assumptions, in particular we do not require any kind of convergence of the initial configuration as $noinfty$. Applications to largest eigenvalues of macro- and mesoscopic bulks and to random initial configurations are given.

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