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Dynamical Correlations among Vicious Random Walkers

Taro Nagao·Makoto Katori·Hideki Tanemura
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Abstract

Nonintersecting motion of Brownian particles in one dimension is studied. The system is constructed as the diffusion scaling limit of Fisher's vicious random walk. N particles start from the origin at time t=0 and then undergo mutually avoiding Brownian motion until a finite time t=T. In the short time limit $t \ll T$, the particle distribution is asymptotically described by Gaussian Unitary Ensemble (GUE) of random matrices. At the end time t = T, it is identical to that of Gaussian Orthogonal Ensemble (GOE). The Brownian motion is generally described by the dynamical correlations among particles at many times $t_1,t_2,..., t_M$ between t=0 and t=T. We show that the most general dynamical correlations among arbitrary number of particles at arbitrary number of times are written in the forms of quaternion determinants. Asymptotic forms of the correlations in the limit $N \to \infty$ are evaluated and a discontinuous transition of the universality class from GUE to GOE is observed.

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Taro Nagao, Makoto Katori, Hideki Tanemura. 2002-02-05. Dynamical Correlations among Vicious Random Walkers. https://doi.org/10.1016/s0375-9601(02)01661-4

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