English

Nonintersecting random walks in the neighborhood of a symmetric tacnode

Mathematical Physics 2013-07-25 v3 math.MP Probability

Abstract

Consider a continuous time random walk in Z\mathbb{Z} with independent and exponentially distributed jumps ±1\pm1. The model in this paper consists in an infinite number of such random walks starting from the complement of {m,m+1,,m1,m}\{-m,-m+1,\ldots,m-1,m\} at time -t, returning to the same starting positions at time t, and conditioned not to intersect. This yields a determinantal process, whose gap probabilities are given by the Fredholm determinant of a kernel. Thus this model consists of two groups of random walks, which are contained within two ellipses which, with the choice m2tm\simeq2t to leading order, just touch: so we have a tacnode. We determine the new limit extended kernel under the scaling m=2t+σt1/3m=\lfloor2t+\sigma t^{1/3}\rfloor, where parameter σ\sigma controls the strength of interaction between the two groups of random walkers.

Keywords

Cite

@article{arxiv.1007.1163,
  title  = {Nonintersecting random walks in the neighborhood of a symmetric tacnode},
  author = {Mark Adler and Patrik L. Ferrari and Pierre van Moerbeke},
  journal= {arXiv preprint arXiv:1007.1163},
  year   = {2013}
}

Comments

Published in at http://dx.doi.org/10.1214/11-AOP726 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)