Non-intersecting Brownian bridges and the Laguerre Orthogonal Ensemble

被引:11
作者
Nguyen, Gia Bao [1 ]
Remenik, Daniel [1 ,2 ]
机构
[1] Univ Chile, Ctr Modelamiento Matemat, Av Beauchef 851, Santiago, Chile
[2] Univ Chile, Dept Ingn Matemat, Av Beauchef 851, Santiago, Chile
来源
ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES | 2017年 / 53卷 / 04期
关键词
Non-intersecting Brownian motions; KPZ universality class; Random matrices; Airy(2) process; DETERMINANTAL PROCESSES; UNIVERSALITY CLASS; LARGEST EIGENVALUE; MATRIX-ENSEMBLES; AIRY; DISTRIBUTIONS; BEHAVIOR; TACNODE; MOTIONS; PATHS;
D O I
10.1214/16-AIHP781
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 show that the squared maximal height of the top path among N non-intersecting Brownian bridges starting and ending at the origin is distributed as the top eigenvalue of a random matrix drawn from the Laguerre Orthogonal Ensemble. This result can be thought of as a pre-asymptotic version of K. Johansson's result (Comm. Math. Phys. 242 (2003) 277-329) that the supremum of the Airy(2) process minus a parabola has the Tracy-Widom GOE distribution, and as such it provides an explanation for how this distribution arises in models belonging to the KPZ universality class with flat initial data. The result can be recast in terms of the probability that the top curve of the stationary Dyson Brownian motion hits an hyperbolic cosine barrier. Our proof is based on a formula, derived in (Ann. Inst. Henri Poincare B, Calc. Probab. Stat. 51 (2015) 28-58), for the probability that Dyson Brownian motion stays below a curve on a finite interval, which is given in terms of the Fredholm determinant of a certain "path-integral" kernel.
引用
收藏
页码:2005 / 2029
页数:25
相关论文
共 53 条
[1]   PDEs for the joint distributions of the Dyson, Airy and Sine processes [J].
Adler, M ;
van Moerbeke, P .
ANNALS OF PROBABILITY, 2005, 33 (04) :1326-1361
[2]   AIRY PROCESSES WITH WANDERERS AND NEW UNIVERSALITY CLASSES [J].
Adler, Mark ;
Ferrari, Patrik L. ;
van Moerbeke, Pierre .
ANNALS OF PROBABILITY, 2010, 38 (02) :714-769
[3]  
Baik J., 2001, Math. Sci. Res. Inst. Publ, V40, P1
[4]   Random matrix central limit theorems for nonintersecting random walks [J].
Baik, Jinho ;
Suidan, Toufic M. .
ANNALS OF PROBABILITY, 2007, 35 (05) :1807-1834
[5]   The Airy1 Process is not the Limit of the Largest Eigenvalue in GOE Matrix Diffusion [J].
Bornemann, Folkmar ;
Ferrari, Patrik L. ;
Praehofer, Michael .
JOURNAL OF STATISTICAL PHYSICS, 2008, 133 (03) :405-415
[6]  
Borodin A., 2002, Handbook on Brownian motion-facts and formulae, V2, DOI [10.1007/978-3-0348-8163-0, DOI 10.1007/978-3-0348-8163-0]
[7]   Fluctuation properties of the TASEP with periodic initial configuration [J].
Borodin, Alexei ;
Ferrari, Patrik L. ;
Praehofer, Michael ;
Sasamoto, Tomohiro .
JOURNAL OF STATISTICAL PHYSICS, 2007, 129 (5-6) :1055-1080
[8]   General -Jacobi Corners Process and the Gaussian Free Field [J].
Borodin, Alexei ;
Gorin, Vadim .
COMMUNICATIONS ON PURE AND APPLIED MATHEMATICS, 2015, 68 (10) :1774-1844
[9]   Multiplicative functionals on ensembles of non-intersecting paths [J].
Borodin, Alexei ;
Corwin, Ivan ;
Remenik, Daniel .
ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 2015, 51 (01) :28-58
[10]   Integrable probability: From representation theory to Macdonald processes [J].
Borodin, Alexei ;
Petrov, Leonid .
PROBABILITY SURVEYS, 2014, 11 :1-58