Universality for the Pearcey process

DOI10.1016/j.physd.2010.01.005zbMath1189.82085arXiv0901.4520OpenAlexW2101348689MaRDI QIDQ979100

Pierre van Moerbeke, Nicolas Orantin, Mark Adler

Publication date: 25 June 2010

Published in: Physica D (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0901.4520

zbMATH Keywords

matrix modelsVirasoro constraintsnon-intersecting Brownian motionsrandom Hermitian ensemblesmulti-component KP equationPearcey distribution

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Dynamics of random walks, random surfaces, lattice animals, etc. in time-dependent statistical mechanics (82C41) Local time and additive functionals (60J55)

Related Items

On the deformed Pearcey determinant, Nonintersecting Brownian motions on the unit circle, Nonintersecting random walks in the neighborhood of a symmetric tacnode, Asymptotics of Fredholm determinant associated with the Pearcey kernel, A PDE for non-intersecting Brownian motions and applications, Upper bounds for the maximum deviation of the Pearcey process, Non-linear PDEs for gap probabilities in random matrices and KP theory, On the generating function of the Pearcey process, On the gap probability of the tacnode process, Non-colliding Brownian motions and the extended tacnode process, Spectra of random Hermitian matrices with a small-rank external source: the supercritical and subcritical regimes, Double Aztec diamonds and the tacnode process, Spectra of random Hermitian matrices with a small-rank external source: the critical and near-critical regimes, Nonintersecting Brownian bridges between reflecting or absorbing walls, Asymptotics of non-intersecting Brownian motions and a \(4\times 4\) Riemann-Hilbert problem, Random matrices with equispaced external source, The \(k\)-tacnode process, Dyson's nonintersecting Brownian motions with a few outliers, Hard-edge asymptotics of the Jacobi growth process, Boundaries of sine kernel universality for Gaussian perturbations of Hermitian matrices, A periodic hexagon tiling model and non-Hermitian orthogonal polynomials, RANDOM MATRIX MINOR PROCESSES RELATED TO PERCOLATION THEORY

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