Nonintersecting Brownian bridges between reflecting or absorbing walls
Abstract
We study a model of nonintersecting Brownian bridges on an interval with either absorbing or reflecting walls at the boundaries, focusing on the point in space-time at which the particles meet the wall. These processes are determinantal, and in different scaling limits when the particles approach the reflecting (resp. absorbing) walls we obtain hard-edge limiting kernels which are the even (resp. odd) parts of the Pearcey and tacnode kernels. We also show that in the single time case, our hard-edge tacnode kernels are equivalent to the ones studied by Delvaux [16], defined in terms of a Lax pair for the inhomogeneous Painlev\'{e} II equation (PII). As a technical ingredient in the proof, we construct a Schlesinger transform for the Lax pair in [16] which preserves the Hastings--McLeod solutions to PII.
Cite
@article{arxiv.1608.08712,
title = {Nonintersecting Brownian bridges between reflecting or absorbing walls},
author = {Karl Liechty and Dong Wang},
journal= {arXiv preprint arXiv:1608.08712},
year = {2016}
}
Comments
45 pages, 4 figures