Non-intersecting Brownian Bridges in the Flat-to-Flat Geometry

被引:19
|
作者
Grela, Jacek [1 ]
Majumdar, Satya N. [2 ]
Schehr, Gregory [3 ]
机构
[1] Jagiellonian Univ, Inst Theoret Phys, PL-30348 Krakow, Poland
[2] Univ Paris Saclay, LPTMS, CNRS, Univ Paris Sud, F-91405 Orsay, France
[3] Sorbonne Univ, Lab Phys Theor & Hautes Energies, CNRS UMR 7589, 4 Pl Jussieu, F-75252 Paris 05, France
关键词
Brownian bridges; Nonintersecting brownian motions; Random matrices; MATRIX INTEGRALS; MOTION; PATHS; DIFFUSION; MODELS; WALLS;
D O I
10.1007/s10955-021-02774-6
中图分类号
O4 [物理学];
学科分类号
0702 ;
摘要
We study N vicious Brownian bridges propagating from an initial configuration {a(1) < a(2) < ... < a(N)) at time t = 0 to a final configuration {b(1) < b(2) < ... < b(N)) at time t = t(f), while staying non-intersecting for all 0 <= t <= t(f). We first show that this problem can be mapped to a non-intersecting Dyson's Brownian bridges with Dyson index beta = 2. For the latter we derive an exact effective Langevin equation that allows to generate very efficiently the vicious bridge configurations. In particular, for the flat-to-flat configuration in the large N limit, where a(i) = b(i) = (i - 1)/N, for i = 1, ..., N, we use this effective Langevin equation to derive an exact Burgers' equation (in the inviscid limit) for the Green's function and solve this Burgers' equation for arbitrary time 0 <= t <= t(f). At certain specific values of intermediate times t, such as t = t(f)/2, t = t(f)/3 and t = t(f)/4 we obtain the average density of the flat-to-flat bridge explicitly. We also derive explicitly how the two edges of the average density evolve from time t = 0 to time t = t(f). Finally, we discuss connections to some well known problems, such as the Chem-Simons model, the related Stieltjes-Wigert orthogonal polynomials and the Borodin-Muttalib ensemble of determinantal point processes.
引用
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页数:35
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