Universality of the Pearcey process

Mark Adler; Nicolas Orantin; Pierre van Moerbeke

doi:10.1016/j.physd.2010.01.005

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arXiv · 0901.4520

Universality of the Pearcey process

Mark Adler·Nicolas Orantin·Pierre van Moerbeke

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Abstract

Consider non-intersecting Brownian motions on the line leaving from the origin and forced to two arbitrary points. Letting the number of Brownian particles tend to infinity, and upon rescaling, there is a point of bifurcation, where the support of the density of particles goes from one interval to two intervals. In this paper, we show that at that very point of bifurcation a cusp appears, near which the Brownian paths fluctuate like the Pearcey process. This is a universality result within this class of problems. Tracy and Widom obtained such a result in the symmetric case, when the two target points are symmetric with regard to the origin. This asymmetry enabled us to improve considerably a result concerning the non-linear partial differential equations governing the transition probabilities for the Pearcey process, obtained by Adler and van Moerbeke.

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Mark Adler, Nicolas Orantin, Pierre van Moerbeke. 2009-01-28. Universality of the Pearcey process. https://doi.org/10.1016/j.physd.2010.01.005

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