Random vicious walks and random matrices
The author considers an infinite system of nearest-neighbor walks on \(\mathbb Z\) in discrete time. At time zero, there is one walker each at the points \(0, 2, 4, 6,\dots\). At each discrete time unit \(1,2,3,\dots\), every walker makes a step with equal probability to the right or left. The only condition is that no two walkers may be at one site at the same time, i.e., the walkers are non-colliding. Related walker systems appear in the literature under the notion random turn walks or lock step walks. The model is equivalent to a certain totally asymmetric exclusion process. The main result of the paper is the identification of the limiting distribution of the number of left steps made by the leftmost walker by time \(N\), denoted \(L_1(N)\), conditioned on the event \(E(N,k)\) that in the system a total of \(k\) steps has been made up to time \(N\). Here \(k\) is coupled with \(N\) as \(k=t^2 N^2/(1-t^2)+o(N^{4/3})\), where \(t\in(0,1)\) is a parameter. It turns out that the limiting distribution is an elementary transformation of the well-known GOE Tracy-Widom distribution, which appeared for the first time in 1994 as the (renormalized and rescaled) limiting distribution of the largest eigenvalue of the Gaussian orthogonal ensemble, GOE. More precisely, denote this distribution function by \(F_1\) (it is defined in terms of a solution of the Painlevé II equation), then the author obtains that \[ \lim_{N\to\infty} \mathbb P\Bigl(\frac{L_1(N)-\eta(t)N}{\rho(t) N^{1/3}} \leq x \Big|E(N,k)\Bigr)=F_1(x),\qquad x\in\mathbb R, \] where \(\eta(t)=2t/(1+t)\) and \(\rho(t)=(1(1-t))^{1/3}/(1+t)\). Furthermore, it is also proved that all the rescaled conditional moments of \(L_1(N)\) converge to the corresponding moments of the Tracy-Widom distribution. Extensions to the \(j\)th walker for any \(j\in \mathbb N\) are discussed and contrasted with the corresponding results for the random turn walk. The main tools are a bijection between certain path system classes and classes of semistandard Young tableaux [established by \textit{A. J. Guttmann, A. L. Owczarek} and \textit{X. G. Viennot}, J. Phys. A, Math. Gen. 31, 8123-8135 (1998; Zbl 0930.05098)], representations of the generating function for the first row in terms of Hankel determinants, orthogonal polynomials, a Riemann-Hilbert approach and the Deift-Zhou steepest-descent method.
- Vicious Walkers and Random Contraction Matrices
- Vicious random walkers and a discretization of Gaussian random matrix ensembles
- Loop-erased walks and random matrices
- Random Matrices, Non-intersecting Random Walks, and Some Aspects of Universality
- scientific article; zbMATH DE number 2017797
- Random walks relative to multiple transition matrices
- Random matrices, nonbacktracking walks, and orthogonal polynomials
- Recurrent random walks in nonnegative matrices. II
- Nonintersecting Brownian bridges on the unit circle with drift
- The height and range of watermelons without wall
- Dynamical correlations among vicious random walkers
- Dynamical correlations for vicious random walk with a wall
- Watermelon uniform random generation with applications
- Reunion probability of \(N\) vicious walkers: typical and large fluctuations for large \(N\)
- Unitary matrix models and random partitions: universality and multi-criticality
- Stampedes I: fishnet OPE and octagon bootstrap with nonzero bridges
- Multiple phases and meromorphic deformations of unitary matrix models
- Hankel determinants, Hahn polynomials, and a formula of Krattenthaler
- Determinantal martingales and correlations of noncolliding random walks
- From vicious walkers to TASEP
- Random matrix central limit theorems for nonintersecting random walks
- Fermionic construction of tau functions and random processes
- Large n limit of Gaussian random matrices with external source. II
- A generalised Airy distribution function for the accumulated area swept by N vicious Brownian paths
- Noncolliding Brownian motion with drift and time-dependent Stieltjes-Wigert determinantal point process
- Critical behavior of nonintersecting Brownian motions at a tacnode
- Gradual diffusive capture: slow death by many mosquito bites
- Vicious Walkers and Random Contraction Matrices
- Vicious walkers and hook Young tableaux
- Phase structure of XX0 spin chain and nonintersecting Brownian motion
- Phase transition in complex-time Loschmidt echo of short and long range spin chain
- Random Hill’s Equations, Random Walks, and Products of Random Matrices
- Exact equivalences and phase discrepancies between random matrix ensembles
- Unitary matrix integrals, symmetric polynomials, and long-range random walks
- Vicious random walkers and a discretization of Gaussian random matrix ensembles
- Reunion probabilities of N one-dimensional random walkers with mixed boundary conditions
This page was built for publication: Random vicious walks and random matrices
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2711839)