English

A Two-HCIZ Gaussian Matrix Model for Non-intersecting Brownian Bridges

Mathematical Physics 2026-04-09 v2 High Energy Physics - Theory math.MP Probability

Abstract

We construct a unitarily invariant Hermitian matrix ensemble whose fixed-time eigenvalue law coincides with the Karlin--McGregor law for non-intersecting Brownian bridges with arbitrary finite multiplicities at both endpoints. This provides an explicit matrix-ensemble realization of the known mixed-type multiple orthogonal polynomial and Riemann--Hilbert description of the general multi-start/multi-end problem. We then derive several exact finite-nn consequences of this construction. These include a path-space lift as an orbital Hermitian Brownian bridge and a reduction of the partition function to a single compact HCIZ integral with explicit tt-dependence. We also compare the one-sided reduction with the Gaussian external-field ensemble, showing that, although the two ensembles are spectrally equivalent, their angular statistics are different. Finally, we derive fixed-time Schwinger--Dyson identities and associated resolvent relations for the dressed ensemble.

Keywords

Cite

@article{arxiv.2510.22120,
  title  = {A Two-HCIZ Gaussian Matrix Model for Non-intersecting Brownian Bridges},
  author = {Maksim Kosmakov},
  journal= {arXiv preprint arXiv:2510.22120},
  year   = {2026}
}