A graph-based equilibrium problem for the limiting distribution of nonintersecting Brownian motions at low temperature (Q607492)
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| Language | Label | Description | Also known as |
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| English | A graph-based equilibrium problem for the limiting distribution of nonintersecting Brownian motions at low temperature |
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A graph-based equilibrium problem for the limiting distribution of nonintersecting Brownian motions at low temperature (English)
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22 November 2010
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The paper deals with nonintersecting one-dimensional Brownian motions with prescribed starting and ending positions. For the case of one starting point and one ending point it is known that the positions of the paths at any intermediate time have the same distribution as the eigenvalues of a Gaussian Unitary Ensemble (GUE) from random matrix theory. In the case of one starting point and two or more ending points the positions of the paths have the same distribution as the eigenvalues of a GUE with external source. This model is described by multiple Hermite polynomials. Much less is known for the general case of \(p\geq 2\) starting points and \(q\geq 2\) ending points. What is known is that the model is described by multiple Hermite polynomials of mixed type which have a characterization in terms of a matrix-valued Riemann-Hilbert problem. The score of the authors is to study the general case of \(p\geq 2\) and \(q\geq 2\) with methods from potential theory, more precisely with vector equilibrium problems with external fields.
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non-intersecting Brownian motions
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Karlin-McGregor theorem
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vector potential theory
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graph theory
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multiple orthogonal polynomials
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Riemann-Hilbert problem
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Deift-Zhou steepest descent analysis
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