2,843 research outputs found
Distribution of the time at which N vicious walkers reach their maximal height
We study the extreme statistics of N non-intersecting Brownian motions
(vicious walkers) over a unit time interval in one dimension. Using
path-integral techniques we compute exactly the joint distribution of the
maximum M and of the time \tau_M at which this maximum is reached. We focus in
particular on non-intersecting Brownian bridges ("watermelons without wall")
and non-intersecting Brownian excursions ("watermelons with a wall"). We
discuss in detail the relationships between such vicious walkers models in
watermelons configurations and stochastic growth models in curved geometry on
the one hand and the directed polymer in a disordered medium (DPRM) with one
free end-point on the other hand. We also check our results using numerical
simulations of Dyson's Brownian motion and confront them with numerical
simulations of the Polynuclear Growth Model (PNG) and of a model of DPRM on a
discrete lattice. Some of the results presented here were announced in a recent
letter [J. Rambeau and G. Schehr, Europhys. Lett. 91, 60006 (2010)].Comment: 30 pages, 12 figure
Vicious walkers, friendly walkers and Young tableaux II: With a wall
We derive new results for the number of star and watermelon configurations of
vicious walkers in the presence of an impenetrable wall by showing that these
follow from standard results in the theory of Young tableaux, and combinatorial
descriptions of symmetric functions. For the problem of -friendly walkers,
we derive exact asymptotics for the number of stars and watermelons both in the
absence of a wall and in the presence of a wall.Comment: 35 pages, AmS-LaTeX; Definitions of n-friendly walkers clarified; the
statement of Theorem 4 and its proof were correcte
Extreme value distributions of noncolliding diffusion processes
Noncolliding diffusion processes reported in the present paper are
-particle systems of diffusion processes in one-dimension, which are
conditioned so that all particles start from the origin and never collide with
each other in a finite time interval , . We consider
four temporally inhomogeneous processes with duration , the noncolliding
Brownian bridge, the noncolliding Brownian motion, the noncolliding
three-dimensional Bessel bridge, and the noncolliding Brownian meander. Their
particle distributions at each time are related to the
eigenvalue distributions of random matrices in Gaussian ensembles and in some
two-matrix models. Extreme values of paths in are studied for these
noncolliding diffusion processes and determinantal and pfaffian representations
are given for the distribution functions. The entries of the determinants and
pfaffians are expressed using special functions.Comment: v2: LaTeX2e, 21 pages, 2 figures, correction mad
Watermelon configurations with wall interaction: exact and asymptotic results
We perform an exact and asymptotic analysis of the model of vicious
walkers interacting with a wall via contact potentials, a model introduced by
Brak, Essam and Owczarek. More specifically, we study the partition function of
watermelon configurations which start on the wall, but may end at arbitrary
height, and their mean number of contacts with the wall. We improve and extend
the earlier (partially non-rigorous) results by Brak, Essam and Owczarek,
providing new exact results, and more precise and more general asymptotic
results, in particular full asymptotic expansions for the partition function
and the mean number of contacts. Furthermore, we relate this circle of problems
to earlier results in the combinatorial and statistical literature.Comment: AmS-TeX, 41 page
Non-intersecting Brownian walkers and Yang-Mills theory on the sphere
We study a system of N non-intersecting Brownian motions on a line segment
[0,L] with periodic, absorbing and reflecting boundary conditions. We show that
the normalized reunion probabilities of these Brownian motions in the three
models can be mapped to the partition function of two-dimensional continuum
Yang-Mills theory on a sphere respectively with gauge groups U(N), Sp(2N) and
SO(2N). Consequently, we show that in each of these Brownian motion models, as
one varies the system size L, a third order phase transition occurs at a
critical value L=L_c(N)\sim \sqrt{N} in the large N limit. Close to the
critical point, the reunion probability, properly centered and scaled, is
identical to the Tracy-Widom distribution describing the probability
distribution of the largest eigenvalue of a random matrix. For the periodic
case we obtain the Tracy-Widom distribution corresponding to the GUE random
matrices, while for the absorbing and reflecting cases we get the Tracy-Widom
distribution corresponding to GOE random matrices. In the absorbing case, the
reunion probability is also identified as the maximal height of N
non-intersecting Brownian excursions ("watermelons" with a wall) whose
distribution in the asymptotic scaling limit is then described by GOE
Tracy-Widom law. In addition, large deviation formulas for the maximum height
are also computed.Comment: 37 pages, 4 figures, revised and published version. A typo has been
corrected in Eq. (10
Composition schemes: q-enumerations and phase transitions
Composition schemes are ubiquitous in combinatorics, statistical mechanics
and probability theory. We give a unifying explanation to various phenomena
observed in the combinatorial and statistical physics literature in the context
of -enumeration (this is a model where objects with a parameter of value
have a Gibbs measure/Boltzmann weight ). This leads to phase transition
diagrams, highlighting the effect of -enumeration and -distributions on
the nature of the limit laws. We build upon the classical distinction between
subcritical, critical and supercritical composition schemes, as well as recent
results. We apply our results to a wealth of parameters, adding new limit laws
to various families of lattice paths and quarter plane walks. We also explain
previously observed limit laws for pattern restricted permutations, and a
phenomenon observed by Krattenthaler for the wall contacts in watermelons with
a wall.Comment: 12 page
Random lattice walks in a Weyl chamber of type A or B and non-intersecting lattice paths
Die vorliegende Arbeit beschÀftigt sich mit zwei eng verwandten Modellen:
Gitterpfaden in einer Weylkammer vom Typ B und nichtĂŒberschneidenden
Gitterpfaden im ganzzahligen Gitter aufgespannt durch die Vektoren
{(1,1),(1,-1)} mit Schritten aus dieser Menge.
Diese Gitterpfadmodelle sind von zentraler Bedeutung z.B. in der Kombinatorik und der statistischen Mechanik.
In der statistischen Mechanik dienen diese Modelle der Beschreibung bestimmter
nicht-kollidierender Teilchen-Systeme.
Die Bedeutung von Gitterpfadmodellen in der Kombinatorik ist teilweise begrĂŒndet durch
ihre interessanten kombinatorischen Eigenschaften, vor allem aber auch
durch die engen Beziehungen zu zahlreichen zentralen kombinatorischen Objekten wie
z.B. Integer Partitions, Plane Partitions und Young Tableaux.
Im ersten Teil dieser Arbeit werden asymptotische Formeln fĂŒr die Anzahl von
Gitterpfaden in einer Weylkammer vom Typ B fĂŒr eine allgemeine Klasse von Schritten hergeleitet.
Die Klasse der zulÀssigen Schritte wird hierbei durch die Forderung der "Reflektierbarkeit" der resultierenden Pfade beschrÀnkt.
SpezialfĂ€lle dieser asymptotischen Formel lösen in der Literatur aufgeworfene Probleme und liefern bekannte Resultate fĂŒr zweidimensionale Vicious Walkers
Modelle und sogenannte k-non-crossing tangled diagrams.
Im zweiten Teil werden die Zufallsvariablen "Höhe" und "Ausdehnung" auf der
Menge aller nichtĂŒberschneidenden Gitterpfade mit n Schritten sowie auf der
Teilmenge all jener auf die obere Halbebene beschrĂ€nkten nichtĂŒberschneidenden Gitterpfade
mit n Schritten studiert.
Unter der Annahme einer Gleichverteilung auf diesen Mengen wird die asymptotische Verteilung beider Zufallsvariablen bestimmt.
Weiters werden die ersten beiden Terme der asymptotischen Entwicklung aller
Momente der Zufallsvariable "Höhe" ermittelt.
Dies löst ein in der Literatur aufgeworfenes Problem, und verallgemeinert ein
bekanntes Resultat ĂŒber die Höhe ebener WurzelbĂ€ume.This thesis is concerned with two closely related lattice walk models: lattice walks
in a Weyl chamber type B and non-intersecting lattice paths on the integer lattice
spanned by the vectors {(1,1),(1,-1)} with steps from this set.
These models play an important role in, e.g., combinatorics and statistical mechanics.
In statistical mechanics, non-intersecting lattice paths serve as models for certain non-colliding particle systems.
From a combinatorial point of view, lattice paths models are very natural objects to study, partly because of their intrinsic interesting combinatorics,
and partly because of their close relationship to many other important
combinatorial structures, such as integer partitions, plane partitions and Young tableaux.
In the first part of this thesis, we determine asymptotics for the number of lattice walks in a Weyl chamber of type B for a general class of steps.
The class of admissible steps is determined by requiring the walks to be "reflectable".
As special cases, these asymptotics include several results found in the
literature, e.g., asymptotics for certain vicious walkers models and k-non-crossing tangled diagrams.
In the second part of this thesis we study the random variables "height" and "range"
on the set of non-intersecting lattice paths of length n as well as on the subset of those non-intersecting lattice paths of length n that are confined to
the upper half plane.
Assuming the uniform probability distribution on these sets, we determine the asymptotic distribution of both random variables as the number of steps tends to
infinity as well as first and second order asymptotics for all moments of the random variable "height".
This solves a problem raised in the literature, and generalises a well-known
result on the height of random planted plane trees
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