Related papers: A Two-HCIZ Gaussian Matrix Model for Non-intersect…
For each $\alpha \in \mathbb{R}$, $t \geq 1$, we show that there exists a unique $\mathbb{N}$-indexed line ensemble of random continuous curves $\mathbb{R}_{\le 0} \to \mathbb{R}$ with the following properties: (1) The top curve is…
We introduce an infinite time horizon Brownian bridge which is determined by a stochastic Langevin equation with time dependent drift coefficient. We show that this process goes to zero almost surely when the time goes to infinity and study…
We consider a system of noncolliding Brownian motions introduced in our previous paper, in which the noncolliding condition is imposed in a finite time interval $(0,T]$. This is a temporally inhomogeneous diffusion process whose transition…
In this paper, we introduce and study a unitary matrix-valued process which is closely related to the Hermitian matrix-Jacobi process. It is precisely defined as the product of a deterministic self-adjoint symmetry and a randomly-rotated…
The current understanding of pinned Brownian bridges is based on the Onsager-Machlup (OM) functional. The continuous-time limit of the OM functional can be expressed either by using the Fokker-Planck equation or by using the Radon-Nikodym…
Standard approach to dynamical random matrix models relies on the description of trajectories of eigenvalues. Using the analogy from optics, based on the duality between the Fermat principle(trajectories) and the Huygens principle…
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,…
We make a rigorous analysis of the existence and characterization of the free boundary related to the optimal stopping problem that maximizes the mean of an Ornstein--Uhlenbeck bridge. The result includes the Brownian bridge problem as a…
We study a system of $N$ non-intersecting $(1+1)$-dimensional fluctuating elastic interfaces (`vicious bridges') at thermal equilibrium, each subject to periodic boundary condition in the longitudinal direction and in presence of a…
For each $t\geq 1$ we construct an $\mathbf{N}$-indexed ensemble of random continuous curves with three properties: 1. The lowest indexed curve is distributed as the time $t$ Hopf-Cole solution to the Kardar-Parisi-Zhang (KPZ) stochastic…
We define a new diffusive matrix model converging towards the $\beta$-Dyson Brownian motion for all $\beta\in [0,2]$ that provides an explicit construction of $\beta$-ensembles of random matrices that is invariant under the…
We construct a one-parameter family of infinite line ensembles on $[0, \infty)$ that are natural half-space analogues of the Airy line ensemble. Away from the origin these ensembles are locally described by avoiding Brownian bridges, and…
This paper is a step in the direction of understanding the behavior of non-intersecting Brownian motions on the real line, when the number of particles becomes large. Consider 2k non-intersecting Brownian motions, all starting at the…
We consider the non-hermitian matrix-valued process of Elliptic Ginibre ensemble. This model includes Dyson's Brownian motion model and the time evolution model of Ginibre ensemble by using hermiticity parameter. We show the complex…
Quantum counterparts of Schrodinger's classical bridge problem have been around for the better part of half a century. During that time, several quantum approaches to this multifaceted classical problem have been introduced. In the present…
In this paper, we build up Hill-type formula for linear Hamiltonian systems with Lagrangian boundary conditions, which include standard Neumann, Dirichlet boundary conditions. Such a kind of boundary conditions comes from the brake symmetry…
We derive a new time-dependent Schr\"odinger equation(TDSE) for quantum models with non-hermitian Hamiltonian. Within our theory, the TDSE is symmetric in the two Hilbert spaces spanned by the left and the right eigenstates, respectively.…
We discuss various bifurcation problems in which two isolated periodic orbits exchange periodic ``bridge'' orbit(s) between two successive bifurcations. We propose normal forms which locally describe the corresponding fixed point scenarios…
We prove that under the Brownian evolution on large non-Hermitian matrices the log-determinant converges in distribution to a 2+1 dimensional Gaussian field in the Edwards-Wilkinson regularity class, namely it is logarithmically correlated…
We study the line ensembles of non-crossing Brownian bridges above a hard wall, each tilted by the area of the region below it with geometrically growing pre-factors. This model, which mimics the level lines of the $(2+1)$D SOS model above…