کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
5778717 1633779 2017 54 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Nonintersecting Brownian bridges between reflecting or absorbing walls
ترجمه فارسی عنوان
پلهای براونین بین دیوارهای بازتاب یا جذب نشده
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
چکیده انگلیسی
We study a model of nonintersecting Brownian bridges on an interval with either absorbing or reflecting walls at the boundaries, focusing on the point in space-time at which the particles meet the wall. These processes are determinantal, and in different scaling limits when the particles approach the reflecting (resp. absorbing) walls we obtain hard-edge limiting kernels which are the even (resp. odd) parts of the Pearcey and tacnode kernels. We also show that in the single time case, our hard-edge tacnode kernels are equivalent to the ones studied by Delvaux [16], defined in terms of a 4×4 Lax pair for the inhomogeneous Painlevé II equation (PII). As a technical ingredient in the proof, we construct a Schlesinger transform for the 4×4 Lax pair in [16] which preserves the Hastings-McLeod solutions to PII.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Advances in Mathematics - Volume 309, 17 March 2017, Pages 155-208
نویسندگان
, ,