Universality for the Pearcey process
From MaRDI portal
Abstract: Consider non-intersecting Brownian motions on the line leaving from the origin and forced to two arbitrary points. Letting the number of Brownian particles tend to infinity, and upon rescaling, there is a point of bifurcation, where the support of the density of particles goes from one interval to two intervals. In this paper, we show that at that very point of bifurcation a cusp appears, near which the Brownian paths fluctuate like the Pearcey process. This is a universality result within this class of problems. Tracy and Widom obtained such a result in the symmetric case, when the two target points are symmetric with regard to the origin. This asymmetry enabled us to improve considerably a result concerning the non-linear partial differential equations governing the transition probabilities for the Pearcey process, obtained by Adler and van Moerbeke.
Recommendations
- On the generating function of the Pearcey process
- Universal Poisson-process limits for general random walks
- Universality in random moment problems
- A universality class in Markovian persistence
- Universality for conditional measures of the Bessel point process
- Upper bounds for the maximum deviation of the Pearcey process
- KPZ universality for KPZ
- Universality for persistence exponents of local times of self-similar processes with stationary increments
- The universal Glivenko-Cantelli property
- scientific article; zbMATH DE number 67708
Cites work
- Coincidence probabilities
- Correlations of nearby levels induced by a random potential
- INVARIANT DIFFERENTIAL OPERATORS ON A SEMISIMPLE LIE ALGEBRA
- Large \(n\) limit of Gaussian random matrices with external source. I
- Large \(n\) limit of Gaussian random matrices with external source. II
- Large \(n\) limit of Gaussian random matrices with external source. III: Double scaling limit
- Lectures on random matrix models. The Riemann-Hilbert approach
- Level-spacing distributions and the Airy kernel
- Moment matrices and multi-component KP, with applications to random matrix theory
- Random Hermitian matrices in an external field
- The Pearcey process
- The planar approximation. II
- Universality of the local spacing distribution in certain ensembles of Hermitian Wigner matrices
Cited in
(29)- Dyson's nonintersecting Brownian motions with a few outliers
- Universal redundancy rates for the class of B-processes do not exist
- On the deformed Pearcey determinant
- Upper bounds for the maximum deviation of the Pearcey process
- Spectra of random Hermitian matrices with a small-rank external source: the critical and near-critical regimes
- Boundary asymptotics of non-intersecting Brownian motions: Pearcey, Airy and a transition
- Nonintersecting Brownian motions on the unit circle
- On the generating function of the Pearcey process
- Nonintersecting random walks in the neighborhood of a symmetric tacnode
- Pearcey universality at cusps of polygonal lozenge tilings
- The Pearcey process
- Random matrices with equispaced external source
- A PDE for non-intersecting Brownian motions and applications
- Asymptotics of Fredholm determinant associated with the Pearcey kernel
- On the gap probability of the tacnode process
- Non-colliding Brownian motions and the extended tacnode process
- Spectra of random Hermitian matrices with a small-rank external source: the supercritical and subcritical regimes
- The \(k\)-tacnode process
- Non-linear PDEs for gap probabilities in random matrices and KP theory
- Random matrix minor processes related to percolation theory
- A periodic hexagon tiling model and non-Hermitian orthogonal polynomials
- Double Aztec diamonds and the tacnode process
- Hard-edge asymptotics of the Jacobi growth process
- Asymptotics of non-intersecting Brownian motions and a 4 4 Riemann-Hilbert problem
- Airy processes with wanderers and new universality classes
- Critical behavior of non-intersecting Brownian motions
- A Riemann Hilbert approach to the study of the generating function associated to the Pearcey process
- Boundaries of sine kernel universality for Gaussian perturbations of Hermitian matrices
- Nonintersecting Brownian bridges between reflecting or absorbing walls
This page was built for publication: Universality for the Pearcey process
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q979100)
