Nonintersecting Brownian bridges on the unit circle with drift
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 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.
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