Nonintersecting random walks in the neighborhood of a symmetric tacnode
Abstract
Consider a continuous time random walk in with independent and exponentially distributed jumps . The model in this paper consists in an infinite number of such random walks starting from the complement of 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 to leading order, just touch: so we have a tacnode. We determine the new limit extended kernel under the scaling , where parameter 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)