Constrained non-crossing Brownian motions, fermions and the Ferrari–Spohn distribution

نویسندگان

چکیده

Abstract A conditioned stochastic process can display a very different behavior from the unconditioned process. In particular, exhibit non-Gaussian fluctuations even if is Gaussian. this work, we revisit Ferrari–Spohn model of Brownian bridge to avoid moving wall, which pushes system into large-deviation regime. We extend an arbitrary number N non-crossing bridges. obtain joint distribution distances particles wall at intermediate time in form determinant × matrix whose entries are given terms Airy function. show that coincides with positions spinless noninteracting fermions trapped by linear potential hard wall. then explore ≫ 1 system. For simplicity focus on case where wall’s position semicircle as function time, but expect our results be valid for any concave

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Enumerating Constrained Non-crossing Minimally Rigid Frameworks

In this paper we present an algorithm for enumerating without repetitions all the non-crossing generically minimally rigid bar-and-joint frameworks under edge constraints, which we call constrained non-crossing Laman frameworks, on a given set of n points in the plane. Our algorithm is based on the reverse search paradigm of Avis and Fukuda. It generates each output graph in O(n) time and O(n) ...

متن کامل

Enumerating Constrained Non-crossing Geometric Spanning Trees

In this paper we present an algorithm for enumerating without repetitions all non-crossing geometric spanning trees on a given set of n points in the plane under edge constraints (i.e., some edges are required to be included in spanning trees). We will first prove that a set of all edge-constrained non-crossing spanning trees is connected via remove-add flips, based on the constrained smallest ...

متن کامل

Bouncing skew Brownian motions

We consider two skew Brownian motions, driven by the same Brownian motion, with different starting points and different skewness coefficients. In [13], the evolution of the distance between the two processes, in local time scale and up to their first hitting time is shown to satisfy a stochastic differential equation with jumps. The jumps of this S.D.E. are naturally driven by the excursion pro...

متن کامل

Nonintersecting Planar Brownian Motions

In this paper we construct a measure on pairs of Brownian motions starting at the same point conditioned so their paths do not intersect. The construction of this measure is a start towards the rigorous understanding of nonintersecting Brownian motions as a conformal eld. Let B 1 ; B 2 be independent Brownian motions in R 2 starting at distinct points on the unit circle. Let T j r be the rst ti...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Journal of Statistical Mechanics: Theory and Experiment

سال: 2021

ISSN: ['1742-5468']

DOI: https://doi.org/10.1088/1742-5468/abe59c