Asymptotics of non-intersecting Brownian motions and a \(4\times 4\) Riemann-Hilbert problem

DOI10.1016/j.jat.2007.10.003zbMath1149.60050arXivmath/0701923OpenAlexW2024284164MaRDI QIDQ953831

Evi Daems, Arno B. J. Kuijlaars, Willem Veys

Publication date: 6 November 2008

Published in: Journal of Approximation Theory (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0701923

zbMATH Keywords

Riemann-Hilbert problemmultiple orthogonal polynomialssteepest descent analysisnon-intersecting Brownian motion

Mathematics Subject Classification ID

Brownian motion (60J65)

Related Items (14)

Brownian bridges for late time asymptotics of KPZ fluctuations in finite volume ⋮ Critical behavior of nonintersecting Brownian motions at a tacnode ⋮ Mixed type multiple orthogonal polynomials associated with the modified Bessel functions and products of two coupled random matrices ⋮ Non-intersecting squared Bessel paths with one positive starting and ending point ⋮ Universality in the two‐matrix model: a Riemann‐Hilbert steepest‐descent analysis ⋮ Riemann-Hilbert problem and matrix biorthogonal polynomials ⋮ A graph-based equilibrium problem for the limiting distribution of nonintersecting Brownian motions at low temperature ⋮ Non-intersecting squared Bessel paths at a hard-edge tacnode ⋮ Non-intersecting Brownian motions leaving from and going to several points ⋮ On the gap probability of the tacnode process ⋮ Matrix biorthogonal polynomials: eigenvalue problems and non-Abelian discrete Painlevé equations. A Riemann-Hilbert problem perspective ⋮ Nikishin systems are perfect. The case of unbounded and touching supports ⋮ Non-intersecting squared Bessel paths and multiple orthogonal polynomials for modified Bessel weights ⋮ On the Christoffel-Darboux kernel for random Hermitian matrices with external source

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