Asymptotics of non-intersecting Brownian motions and a 4 4 Riemann-Hilbert problem
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Asymptotics of non-intersecting Brownian motions and a \(4\times 4\) Riemann-Hilbert problem
Asymptotics of non-intersecting Brownian motions and a \(4\times 4\) Riemann-Hilbert problem
Abstract: We consider n one-dimensional Brownian motions, such that n/2 Brownian motions start at time t=0 in the starting point a and end at time t=1 in the endpoint b and the other n/2 Brownian motions start at time t=0 at the point -a and end at time t=1 in the point -b, conditioned that the n Brownian paths do not intersect in the whole time interval (0,1). The correlation functions of the positions of the non-intersecting Brownian motions have a determinantal form with a kernel that is expressed in terms of multiple Hermite polynomials of mixed type. We analyze this kernel in the large n limit for the case ab<1/2. We find that the limiting mean density of the positions of the Brownian motions is supported on one or two intervals and that the correlation kernel has the usual scaling limits from random matrix theory, namely the sine kernel in the bulk and the Airy kernel near the edges.
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Cited in
(20)- On the Christoffel-Darboux kernel for random Hermitian matrices with external source
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- Nonintersecting Brownian motions on the half-line and discrete Gaussian orthogonal polynomials
- Brownian bridges for late time asymptotics of KPZ fluctuations in finite volume
- Multiple orthogonal polynomials of mixed type and non-intersecting Brownian motions
- Nonintersecting Brownian motions, integrable systems and orthogonal polynomials
- Analysis of the large-\(n\) limit of multiple orthogonal polynomials and non-intersecting Brownian motions
- A graph-based equilibrium problem for the limiting distribution of nonintersecting Brownian motions at low temperature
- Nonintersecting paths with a staircase initial condition
- Universality in the two‐matrix model: a Riemann‐Hilbert steepest‐descent analysis
- Riemann-Hilbert problem and matrix biorthogonal polynomials
- On the gap probability of the tacnode process
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- Non-intersecting squared Bessel paths with one positive starting and ending point
- Non-intersecting Brownian motions leaving from and going to several points
- Nikishin systems are perfect. The case of unbounded and touching supports
- Critical behavior of nonintersecting Brownian motions at a tacnode
- A Phase Transition for Nonintersecting Brownian Motions, and the Painleve II Equation
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