Random walks and random permutations

DOI10.1088/0305-4470/34/31/101MaRDI QIDQ2766152zbMATH OpenOpenAlexFDO

Authors Peter J. Forrester

Publication date 27 January 2002

Published in Journal of Physics A: Mathematical and General (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/9907037

zbMATH Keywords

random walksrandom permutations

Mathematics Subject Classification ID

Permutations, words, matrices (05A05) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41) Sums of independent random variables; random walks (60G50)

Abstract: A connection is made between the random turns model of vicious walkers and random permutations indexed by their increasing subsequences. Consequently the scaled distribution of the maximum displacements in a particular asymmeteric version of the model can be determined to be the same as the scaled distribution of the eigenvalues at the soft edge of the GUE. The scaling of the distribution gives the maximum mean displacement $mu$ after $t$ time steps as $mu=(2t{)}^{1/2}$ with standard deviation proportional to $m{u}^{1/3}$. The exponent 1/3 is typical of a large class of two-dimensional growth problems.

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Cited in

(28)

• Vicious random walkers and a discretization of Gaussian random matrix ensembles
• Fermionic construction of tau functions and random processes
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• MOPS: multivariate orthogonal polynomials (symbolically)
• Correlations for superpositions and decimations of Laguerre and Jacobi orthogonal matrix ensembles with a parameter
• Rearrangements of the simple random walk
• Even-visiting random walks: exact and asymptotic results in one dimension.
• Brownian motion, Chern-Simons theory, and 2d Yang-Mills
• A generalised Airy distribution function for the accumulated area swept by N vicious Brownian paths
• Zero range process and multi-dimensional random walks
• Asymptotics of Plancherel measures for symmetric groups
• Reunion probabilities of N one-dimensional random walkers with mixed boundary conditions
• Exact distribution of the maximal height of p vicious walkers
• Ordered random walks
• Correlation function of the Schur process with a fixed final partition
• Reunion probability of \(N\) vicious walkers: typical and large fluctuations for large \(N\)
• Form factors, plane partitions, and random walks
• Random walks on combs
• Random matrix central limit theorems for nonintersecting random walks
• Spin correlation functions, Ramus-like identities, and enumeration of constrained lattice walks and plane partitions
• Multiple-grain dissipative sandpiles
• Symmetrized models of last passage percolation and non-intersecting lattice paths
• Vicious Walkers and Random Contraction Matrices
• Phase structure of XX0 spin chain and nonintersecting Brownian motion
• Random walk generated by random permutations of {1, 2, 3,  ,n+ 1}
• Continuous-time multidimensional walks as an integrable model
• Multi-dimensional random walks and integrable phase models

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