pith. sign in

arxiv: 1608.08712 · v1 · pith:72Q7RP4Pnew · submitted 2016-08-31 · 🧮 math.PR · math-ph· math.MP

Nonintersecting Brownian bridges between reflecting or absorbing walls

classification 🧮 math.PR math-phmath.MP
keywords absorbingkernelsreflectingwallsbridgesbrownianhard-edgenonintersecting
0
0 comments X
read the original abstract

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, and in different scaling limits when the particles approach the reflecting (resp. absorbing) walls we obtain hard-edge limiting kernels which are the even (resp. odd) parts of the Pearcey and tacnode kernels. We also show that in the single time case, our hard-edge tacnode kernels are equivalent to the ones studied by Delvaux [16], defined in terms of a $4\times 4$ Lax pair for the inhomogeneous Painlev\'{e} II equation (PII). As a technical ingredient in the proof, we construct a Schlesinger transform for the $4 \times 4$ Lax pair in [16] which preserves the Hastings--McLeod solutions to PII.

This paper has not been read by Pith yet.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.