English

Airy processes with wanderers and new universality classes

Probability 2010-10-05 v3 Mathematical Physics math.MP

Abstract

Consider n+mn+m nonintersecting Brownian bridges, with nn of them leaving from 0 at time t=1t=-1 and returning to 0 at time t=1t=1, while the mm remaining ones (wanderers) go from mm points aia_i to mm points bib_i. First, we keep mm fixed and we scale ai,bia_i,b_i appropriately with nn. In the large-nn limit, we obtain a new Airy process with wanderers, in the neighborhood of 2n\sqrt{2n}, 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 mm 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.

Keywords

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)

R2 v1 2026-06-21T11:40:41.433Z