English

Non-intersecting, simple, symmetric random walks and the extended Hahn kernel

Probability 2007-05-23 v1 Combinatorics

Abstract

Consider aa particles performing simple, symmetric, non-intersecting random walks, starting at points 2(j1)2(j-1), 1ja1\le j\le a at time 0 and ending at 2(j1)+cb2(j-1)+c-b at time b+cb+c. This can also be interpreted as a random rhombus tiling of an abcabc-hexagon, or as a random boxed planar partition confined to a rectangular box with side lengths aa, bb and cc. The positions of the particles at all times gives a determinantal point process with a correlation kernel given in terms of the associated Hahn polynomials. In a suitable scaling limit we obtain non-intersecting Brownian motions which can be related to Dysons's Hermitian Brownian motion via a suitable transformation.

Keywords

Cite

@article{arxiv.math/0409013,
  title  = {Non-intersecting, simple, symmetric random walks and the extended Hahn kernel},
  author = {Kurt Johansson},
  journal= {arXiv preprint arXiv:math/0409013},
  year   = {2007}
}

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13 pages