Non-intersecting Brownian bridges and the Laguerre Orthogonal Ensemble
Abstract
We show that the squared maximal height of the top path among 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 discrete version of K. Johansson's result that the supremum of the Airy 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.
Keywords
Cite
@article{arxiv.1505.01708,
title = {Non-intersecting Brownian bridges and the Laguerre Orthogonal Ensemble},
author = {Gia Bao Nguyen and Daniel Remenik},
journal= {arXiv preprint arXiv:1505.01708},
year = {2020}
}
Comments
Expanded introduction to include additional motivation, minor mistakes corrected