English

Nonintersecting Brownian bridges on the unit circle with drift

Probability 2017-07-25 v1 Mathematical Physics Classical Analysis and ODEs math.MP

Abstract

Nonintersecting Brownian bridges on the unit circle form a determinantal stochastic process exhibiting random matrix statistics for large numbers of walkers. We investigate the effect of adding a drift term to walkers on the circle conditioned to start and end at the same position. For each return time T<π2T<\pi^2 we show that if the absolute value of the drift is less than a critical value then the expected total winding number is asymptotically zero. In addition, we compute the asymptotic distribution of total winding numbers in the double-scaling regime in which the expected total winding is finite. The method of proof is Riemann--Hilbert analysis of a certain family of discrete orthogonal polynomials with varying complex exponential weights. This is the first asymptotic analysis of such a class of polynomials. We determine asymptotic formulas and demonstrate the emergence of a second band of zeros by a mechanism not previously seen for discrete orthogonal polynomials with real weights.

Keywords

Cite

@article{arxiv.1707.07211,
  title  = {Nonintersecting Brownian bridges on the unit circle with drift},
  author = {Robert Buckingham and Karl Liechty},
  journal= {arXiv preprint arXiv:1707.07211},
  year   = {2017}
}

Comments

40 pages, 11 figures

R2 v1 2026-06-22T20:54:50.867Z