The hard-edge tacnode process for Brownian motion
Probability
2022-03-18 v2
Abstract
We consider non-intersecting Brownian bridges conditioned to stay below a fixed threshold. We consider a scaling limit where the limit shape is tangential to the threshold. In the large limit, we determine the limiting distribution of the top Brownian bridge conditioned to stay below a function as well as the limiting correlation kernel of the system. It is a one-parameter family of processes which depends on the tuning of the threshold position on the natural fluctuation scale. We also discuss the relation to the six-vertex model and to the Aztec diamond on restricted domains.
Cite
@article{arxiv.1608.00394,
title = {The hard-edge tacnode process for Brownian motion},
author = {Patrik L. Ferrari and Bálint Vető},
journal= {arXiv preprint arXiv:1608.00394},
year = {2022}
}
Comments
35 pages, 2 figures