Back to Search Start Over

Nonintersecting random walks in the neighborhood of a symmetric tacnode

Authors :
Adler, Mark
Ferrari, Patrik L.
van Moerbeke, Pierre
Source :
Annals of Probability 2013, Vol. 41, No. 4, 2599-2647
Publication Year :
2010

Abstract

Consider a continuous time random walk in $\mathbb{Z}$ with independent and exponentially distributed jumps $\pm1$. The model in this paper consists in an infinite number of such random walks starting from the complement of $\{-m,-m+1,\ldots,m-1,m\}$ at time -t, returning to the same starting positions at time t, and conditioned not to intersect. This yields a determinantal process, whose gap probabilities are given by the Fredholm determinant of a kernel. Thus this model consists of two groups of random walks, which are contained within two ellipses which, with the choice $m\simeq2t$ to leading order, just touch: so we have a tacnode. We determine the new limit extended kernel under the scaling $m=\lfloor2t+\sigma t^{1/3}\rfloor$, where parameter $\sigma$ controls the strength of interaction between the two groups of random walkers.<br />Comment: Published in at http://dx.doi.org/10.1214/11-AOP726 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)

Details

Database :
arXiv
Journal :
Annals of Probability 2013, Vol. 41, No. 4, 2599-2647
Publication Type :
Report
Accession number :
edsarx.1007.1163
Document Type :
Working Paper
Full Text :
https://doi.org/10.1214/11-AOP726