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Register a new userNon-intersecting Brownian bridges and the Laguerre Orthogonal Ensemble
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We show that the squared maximal height of the top path among $N$ non-intersecting Brownian bridges starting and ending at the origin is distributed as the top eigenvalue of a random matrix drawn from the Laguerre Orthogonal Ensemble. This result can be thought of as a discrete version of K. Johanssons result that the supremum of the Airy$_2$ process minus a parabola has the Tracy-Widom GOE distribution, and as such it provides an explanation for how this distribution arises in models belonging to the KPZ universality class with flat initial data. The result can be recast in terms of the probability that the top curve of the stationary Dyson Brownian motion hits an hyperbolic cosine barrier.
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In this paper we study a certain recurrence relation, that can be used to generate ladder operators for the Laguerre Unitary ensemble, from the point of view of Sakais geometric theory of Painleve equations. On one hand, this gives us one more detailed example of the appearance of discrete Painleve equations in the theory of orthogonal polynomials. On the other hand, it serves as a good illustration of the effectiveness of a recently proposed procedure on how to reduce such recurrences to some canonical discrete Painleve equations.
In this paper we study fluctuations of extreme particles of nonintersecting Brownian bridges starting from $a_1leq a_2leq cdots leq a_n$ at time $t=0$ and ending at $b_1leq b_2leq cdotsleq b_n$ at time $t=1$, where $mu_{A_n}=(1/n)sum_{i}delta_{a_i}, mu_{B_n}=(1/n)sum_i delta_{b_i}$ are discretization of probability measures $mu_A, mu_B$. Under regularity assumptions of $mu_A, mu_B$, we show as the number of particles $n$ goes to infinity, fluctuations of extreme particles at any time $0<t<1$, after proper rescaling, are asymptotically universal, converging to the Airy point process.
The Brownian web (BW), which developed from the work of Arratia and then T{o}th and Werner, is a random collection of paths (with specified starting points) in one plus one dimensional space-time that arises as the scaling limit of the discrete web (DW) of coalescing simple random walks. Two recently introduced extensions of the BW, the Brownian net (BN) constructed by Sun and Swart, and the dynamical Brownian web (DyBW) proposed by Howitt and Warren, are (or should be) scaling limits of corresponding discrete extensions of the DW -- the discrete net (DN) and the dynamical discrete web (DyDW). These discrete extensions have a natural geometric structure in which the underlying Bernoulli left or right arrow structure of the DW is extended by means of branching (i.e., allowing left and right simultaneously) to construct the DN or by means of switching (i.e., from left to right and vice-versa) to construct the DyDW. In this paper we show that there is a similar structure in the continuum where arrow direction is replaced by the left or right parity of the (1,2) space-time points of the BW (points with one incoming path from the past and two outgoing paths to the future, only one of which is a continuation of the incoming path). We then provide a complete construction of the DyBW and an alternate construction of the BN to that of Sun and Swart by proving that the switching or branching can be implemented by a Poissonian marking of the (1,2) points.
We show that at any location away from the spectral edge, the eigenvalues of the Gaussian unitary ensemble and its general beta siblings converge to Sine_beta, a translation invariant point process. This process has a geometric description in term of the Brownian carousel, a deterministic function of Brownian motion in the hyperbolic plane. The Brownian carousel, a description of the a continuum limit of random matrices, provides a convenient way to analyze the limiting point processes. We show that the gap probability of Sine_beta is continuous in the gap size and $beta$, and compute its asymptotics for large gaps. Moreover, the stochastic differential equation version of the Brownian carousel exhibits a phase transition at beta=2.
We study geodesics in the Brownian map $(mathcal{S},d, u)$, the random metric measure space which arises as the Gromov-Hausdorff scaling limit of uniformly random planar maps. Our results apply to all geodesics including those between exceptional points. First, we prove a strong and quantitative form of the confluence of geodesics phenomenon which states that any pair of geodesics which are sufficiently close in the Hausdorff distance must coincide with each other except near their endpoints. Then, we show that the intersection of any two geodesics minus their endpoints is connected, the number of geodesics which emanate from a single point and are disjoint except at their starting point is at most $5$, and the maximal number of geodesics which connect any pair of points is $9$. For each $1le k le 9$, we obtain the Hausdorff dimension of the pairs of points connected by exactly $k$ geodesics. For $k=7,8,9$, such pairs have dimension zero and are countably infinite. Further, we classify the (finite number of) possible configurations of geodesics between any pair of points in $mathcal{S}$, up to homeomorphism, and give a dimension upper bound for the set of endpoints in each case. Finally, we show that every geodesic can be approximated arbitrarily well and in a strong sense by a geodesic connecting $ u$-typical points. In particular, this gives an affirmative answer to a conjecture of Angel, Kolesnik, and Miermont that the geodesic frame of $mathcal{S}$, the union of all of the geodesics in $mathcal{S}$ minus their endpoints, has dimension one, the dimension of a single geodesic.
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