Scaling limit for Brownian motions with one-sided collisions
Abstract
We consider Brownian motions with one-sided collisions, meaning that each particle is reflected at its right neighbour. For a finite number of particles a Sch\"{u}tz-type formula is derived for the transition probability. We investigate an infinite system with periodic initial configuration, that is, particles are located at the integer lattice at time zero. The joint distribution of the positions of a finite subset of particles is expressed as a Fredholm determinant with a kernel defining a signed determinantal point process. In the appropriate large time scaling limit, the fluctuations in the particle positions are described by the Airy process.
Keywords
Cite
@article{arxiv.1306.5095,
title = {Scaling limit for Brownian motions with one-sided collisions},
author = {Patrik L. Ferrari and Herbert Spohn and Thomas Weiss},
journal= {arXiv preprint arXiv:1306.5095},
year = {2015}
}
Comments
Published at http://dx.doi.org/10.1214/14-AAP1025 in the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org)