English

Nonintersecting Brownian bridges between reflecting or absorbing walls

Probability 2016-09-01 v1 Mathematical Physics math.MP

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 4×44\times 4 Lax pair for the inhomogeneous Painlev\'{e} II equation (PII). As a technical ingredient in the proof, we construct a Schlesinger transform for the 4×44 \times 4 Lax pair in [16] which preserves the Hastings--McLeod solutions to PII.

Keywords

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

R2 v1 2026-06-22T15:36:05.341Z