Non-intersecting Brownian bridges in the flat-to-flat geometry
Abstract
We study vicious Brownian bridges propagating from an initial configuration at time to a final configuration at time , while staying non-intersecting for all . We first show that this problem can be mapped to a non-intersecting Dyson's Brownian bridges with Dyson index . 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 limit, where , for , 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 . At certain specific values of intermediate times , such as , and 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 to time . 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