Vicious Walkers and Random Contraction Matrices

DOI10.1093/IMRN/RNP055MaRDI QIDQ3396256zbMATH OpenOpenAlexFDO

Authors Jonathan Novak

Publication date 16 September 2009

Published in IMRN. International Mathematics Research Notices (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0705.0984

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20) Sums of independent random variables; random walks (60G50)

Abstract: The ensemble $CU{E}^{(q)}$ of truncated random unitary matrices is a deformation of the usual Circular Unitary Ensemble depending on a discrete non-negative parameter $q.$ $CU{E}^{(q)}$ is an exactly solved model of random contraction matrices originally introduced in the context of scattering theory. In this article, we exhibit a connection between $CU{E}^{(q)}$ and Fisher's random-turns vicious walker model from statistical mechanics. In particular, we show that the moment generating function of the trace of a random matrix from $CU{E}^{(q)}$ is a generating series for the partition function of Fisher's model, when the walkers are assumed to represent mutually attracting particles.

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Cited in

(8)

• Vicious random walkers and a discretization of Gaussian random matrix ensembles
• A generalised Airy distribution function for the accumulated area swept by N vicious Brownian paths
• Toda equations and piecewise polynomiality for mixed double Hurwitz numbers
• Reunion probabilities of N one-dimensional random walkers with mixed boundary conditions
• Counting permutations with no long monotone subsequence via generating trees and the kernel method
• Reunion probability of \(N\) vicious walkers: typical and large fluctuations for large \(N\)
• Stieltjes moment sequences for pattern-avoiding permutations
• Random vicious walks and random matrices

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