Airy processes with wanderers and new universality classes
Abstract
Consider nonintersecting Brownian bridges, with of them leaving from 0 at time and returning to 0 at time , while the remaining ones (wanderers) go from points to points . First, we keep fixed and we scale appropriately with . In the large- limit, we obtain a new Airy process with wanderers, in the neighborhood of , the approximate location of the rightmost particle in the absence of wanderers. This new process is governed by an Airy-type kernel, with a rational perturbation. Letting the number of wanderers tend to infinity as well, leads to two Pearcey processes about two cusps, a closing and an opening cusp, the location of the tips being related by an elliptic curve. Upon tuning the starting and target points, one can let the two tips of the cusps grow very close; this leads to a new process, which might be governed by a kernel, represented as a double integral involving the exponential of a quintic polynomial in the integration variables.
Cite
@article{arxiv.0811.1863,
title = {Airy processes with wanderers and new universality classes},
author = {Mark Adler and Patrik L. Ferrari and Pierre van Moerbeke},
journal= {arXiv preprint arXiv:0811.1863},
year = {2010}
}
Comments
Published in at http://dx.doi.org/10.1214/09-AOP493 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)