English

Non-intersecting Brownian bridges in the flat-to-flat geometry

Statistical Mechanics 2021-09-08 v1 Mathematical Physics math.MP Probability

Abstract

We study NN vicious Brownian bridges propagating from an initial configuration {a1<a2<<aN}\{a_1 < a_2 < \ldots< a_N \} at time t=0t=0 to a final configuration {b1<b2<<bN}\{b_1 < b_2 < \ldots< b_N \} at time t=tft=t_f, while staying non-intersecting for all 0ttf0\leq t \leq t_f. We first show that this problem can be mapped to a non-intersecting Dyson's Brownian bridges with Dyson index β=2\beta=2. For the latter we derive an exact effective Langevin equation that allows to generate very efficiently the vicious bridge configurations. In particular, for the flat-to-flat configuration in the large NN limit, where ai=bi=(i1)/Na_i = b_i = (i-1)/N, for i=1,,Ni = 1, \cdots, N, we use this effective Langevin equation to derive an exact Burgers' equation (in the inviscid limit) for the Green's function and solve this Burgers' equation for arbitrary time 0ttf0 \leq t\leq t_f. At certain specific values of intermediate times tt, such as t=tf/2t=t_f/2, t=tf/3t=t_f/3 and t=tf/4t=t_f/4 we obtain the average density of the flat-to-flat bridge explicitly. We also derive explicitly how the two edges of the average density evolve from time t=0t=0 to time t=tft=t_f. Finally, we discuss connections to some well known problems, such as the Chern-Simons model, the related Stieltjes-Wigert orthogonal polynomials and the Borodin-Muttalib ensemble of determinantal point processes.

Cite

@article{arxiv.2103.02545,
  title  = {Non-intersecting Brownian bridges in the flat-to-flat geometry},
  author = {Jacek Grela and Satya N. Majumdar and Gregory Schehr},
  journal= {arXiv preprint arXiv:2103.02545},
  year   = {2021}
}

Comments

27 pages, 8 figures

R2 v1 2026-06-23T23:43:15.499Z