Extremes of N vicious walkers for large N: application to the directed polymer and KPZ interfaces
From MaRDI portal
(Redirected from Publication:694609)
Extremes of \(N\) vicious walkers for large \(N\): application to the directed polymer and KPZ interfaces
Extremes of \(N\) vicious walkers for large \(N\): application to the directed polymer and KPZ interfaces
Large deviations (60F10) Painlevé and other special ordinary differential equations in the complex domain; classification, hierarchies (34M55) PDEs in connection with statistical mechanics (35Q82) Disordered systems (random Ising models, random Schrödinger operators, etc.) in equilibrium statistical mechanics (82B44) Statistical mechanics of polymers (82D60)
Abstract: We compute the joint probability density function (jpdf) P_N(M, au_M) of the maximum M and its position au_M for N non-intersecting Brownian excursions, on the unit time interval, in the large N limit. For N o infty, this jpdf is peaked around M = sqrt{2N} and au_M = 1/2, while the typical fluctuations behave for large N like M - sqrt{2N} propto s N^{-1/6} and au_M - 1/2 propto w N^{-1/3} where s and w are correlated random variables. One obtains an explicit expression of the limiting jpdf P(s,w) in terms of the Tracy-Widom distribution for the Gaussian Orthogonal Ensemble (GOE) of Random Matrix Theory and a psi-function for the Hastings-McLeod solution to the Painlev'e II equation. Our result yields, up to a rescaling of the random variables s and w, an expression for the jpdf of the maximum and its position for the Airy_2 process minus a parabola. This latter describes the fluctuations in many different physical systems belonging to the Kardar-Parisi-Zhang (KPZ) universality class in 1+1 dimensions. In particular, the marginal probability density function (pdf) P(w) yields, up to a model dependent length scale, the distribution of the endpoint of the directed polymer in a random medium with one free end, at zero temperature. In the large w limit one shows the asymptotic behavior log P(w) sim - w^3/12.
Recommendations
- Exact distribution of the maximal height of \(p\) vicious walkers
- Endpoint distribution of directed polymers in \(1 + 1\) dimensions
- Reunion probability of \(N\) vicious walkers: typical and large fluctuations for large \(N\)
- Maximal distance travelled by \(N\) vicious walkers till their survival
- Free energy fluctuations for directed polymers in random media in 1+1 dimension
Cites work
- scientific article; zbMATH DE number 3863589 (Why is no real title available?)
- scientific article; zbMATH DE number 3477793 (Why is no real title available?)
- A pedestrian's view on interacting particle systems, KPZ universality and random matrices
- Asymptotics of Tracy-Widom distributions and the total integral of a Painlevé II function
- Brownian Gibbs property for Airy line ensembles
- Brownian motion, Chern-Simons theory, and 2d Yang-Mills
- Discrete polynuclear growth and determinantal processes
- Double scaling limit in the random matrix model: The Riemann-Hilbert approach
- Dynamic Scaling of Growing Interfaces
- Endpoint distribution of directed polymers in \(1 + 1\) dimensions
- Evidence for geometry-dependent universal fluctuations of the Kardar-Parisi-Zhang interfaces in liquid-crystal turbulence
- Exact distribution of the maximal height of \(p\) vicious walkers
- Exact height distributions for the KPZ equation with narrow wedge initial condition
- Exact scaling functions for one-dimensional stationary KPZ growth
- Exact solutions for the statistics of extrema of some random 1D landscapes, application to the equilibrium and the dynamics of the toy model
- Level-spacing distributions and the Airy kernel
- Log-gases and random matrices.
- Monodromy- and spectrum-preserving deformations. I
- Non-intersecting Brownian walkers and Yang-Mills theory on the sphere
- Nonintersecting Brownian excursions
- Nonintersecting Brownian motions on the half-line and discrete Gaussian orthogonal polynomials
- On orthogonal and symplectic matrix ensembles
- On the distribution of the length of the longest increasing subsequence of random permutations
- On the joint distribution of the maximum and its position of the Airy\({}_2\) process minus a parabola
- Partition functions for matrix models and isomonodromic tau functions
- Probability densities and distributions for spiked and general variance Wishart \(\beta\)-ensembles
- Probability distribution of the free energy of the continuum directed random polymer in 1 + 1 dimensions
- Scale invariance of the PNG droplet and the Airy process
- Shape fluctuations and random matrices
- Statistical self-similarity of one-dimensional growth processes
- Symmetrized random permutations
- Tails of the endpoint distribution of directed polymers
- The crossover regime for the weakly asymmetric simple exclusion process
- The height of watermelons with wall
- The propagator of the attractive delta-Bose gas in one dimension
- Two Bessel bridges conditioned never to collide, double Dirichlet series, and Jacobi theta function
- Universal aspects of two-dimensional Yang-Mills theory at large \(N\).
Cited in
(40)- Nonintersecting Brownian bridges on the unit circle with drift
- Nonclassical stationary and nonstationary problems with weight Neumann conditions for singular equations with KPZ-nonlinearities
- On qualitative properties of sign-constant solutions of some quasilinear parabolic problems
- Power countings versus physical scalings in disordered elastic systems-case study of the one-dimensional interface
- Extreme value statistics of correlated random variables: a pedagogical review
- Brownian bridges for late time asymptotics of KPZ fluctuations in finite volume
- Integration by parts and the KPZ two-point function
- Shift-invariance of the colored TASEP and finishing times of the oriented swap process
- Exceptional times when the KPZ fixed point violates Johansson's conjecture on maximizer uniqueness
- A PDE hierarchy for directed polymers in random environments
- On absence of global positive solutions of elliptic inequalities with KPZ-nonlinearities
- Reunion probability of \(N\) vicious walkers: typical and large fluctuations for large \(N\)
- One-point distribution of the geodesic in directed last passage percolation
- On qualitative properties of solutions to quasilinear parabolic equations admitting degenerations at infinity
- Non-crossing Brownian paths and Dyson Brownian motion under a moving boundary
- Decay of nonnegative solutions of singular parabolic equations with KPZ-nonlinearities
- Painlevé II in random matrix theory and related fields
- Airy process with wanderers, KPZ fluctuations, and a deformation of the Tracy-Widom GOE distribution
- Nonintersecting Brownian motions on the half-line and discrete Gaussian orthogonal polynomials
- A combinatorial interpretation of the scalar products of state vectors of integrable models
- Near-extreme eigenvalues and the first gap of Hermitian random matrices
- Airy processes and variational problems
- Brownian Gibbs property for Airy line ensembles
- Two-time free energy distribution function in (1 + 1) directed polymers
- Multiplicative functionals on ensembles of non-intersecting paths
- The endpoint distribution of directed polymers
- Midpoint distribution of directed polymers in the stationary regime: exact result through linear response
- On time correlations for KPZ growth in one dimension
- Two-step asymptotics of scaled Dunkl processes
- Constrained non-crossing Brownian motions, fermions and the Ferrari-Spohn distribution
- Exact distribution of the maximal height of \(p\) vicious walkers
- Evidence for geometry-dependent universal fluctuations of the Kardar-Parisi-Zhang interfaces in liquid-crystal turbulence
- Tails of the endpoint distribution of directed polymers
- Geometrical optics of constrained Brownian excursion: from the KPZ scaling to dynamical phase transitions
- On the exponent governing the correlation decay of the \(\text{Airy}_1\) process
- Asymptotic formulas for extreme statistics of escape times in 1, 2 and 3-dimensions
- Maximal distance travelled by \(N\) vicious walkers till their survival
- On absence of global solutions of quasilinear differential-convolutional inequalities
- Distribution function of the endpoint fluctuations of one-dimensional directed polymers in a random potential
- Crossover between various initial conditions in KPZ growth: flat to stationary
This page was built for publication: Extremes of \(N\) vicious walkers for large \(N\): application to the directed polymer and KPZ interfaces
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q694609)
