A Generalised Airy Distribution Function for the Accumulated Area Swept by N Vicious Brownian Paths

被引：0
作者：
Isaac Pérez Castillo
Denis Boyer
机构：
[1] Instituto de Física,Departamento de Sistemas Complejos
[2] UNAM,undefined
来源：
Journal of Statistical Physics | 2016年 / 162卷
关键词：
Random walkers; Vicious walkers; Random matrices ; Airy distribution function;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
In this work exact expressions for the distribution function of the accumulated area swept by excursions and meanders of N vicious Brownian particles up to time T are derived. The results are expressed in terms of a generalised Airy distribution function, containing the Vandermonde determinant of the Airy roots. By mapping the problem to an Random Matrix Theory ensemble we are able to perform Monte Carlo simulations finding perfect agreement with the theoretical results.
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页码：1587 / 1607
页数：20
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