Non-colliding Brownian bridges and the asymmetric tacnode process

被引:24
作者
Ferrari, Patrik L. [1 ]
Veto, Balint [1 ]
机构
[1] Univ Bonn, Bonn, Germany
关键词
Noncolliding walks; determinantal processes; tacnode; limit processes; universality; POLYNUCLEAR GROWTH; DETERMINANTAL PROCESSES; FLUCTUATIONS; PATHS; MODEL;
D O I
10.1214/EJP.v17-1811
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We consider non-colliding Brownian bridges starting from two points and returning to the same position. These positions are chosen such that, in the limit of large number of bridges, the two families of bridges just touch each other forming a tacnode. We obtain the limiting process at the tacnode, the (asymmetric) tacnode process. It is a determinantal point process with correlation kernel given by two parameters: (1) the curvature's ratio lambda > 0 of the limit shapes of the two families of bridges, (2) a parameter sigma is an element of R controlling the interaction on the fluctuation scale. This generalizes the result for the symmetric tacnode process (lambda = 1 case).
引用
收藏
页码:1 / 17
页数:17
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