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Dynamical Correlations for Vicious Random Walk with a Wall

Taro Nagao
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Abstract

A one-dimensional system of nonintersecting Brownian particles is constructed as the diffusion scaling limit of Fisher's vicious random walk model. $N$ Brownian particles start from the origin at time $t=0$ and undergo mutually avoiding motion until a finite time $t=T$. Dynamical correlation functions among the walkers are exactly evaluated in the case with a wall at the origin. Taking an asymptotic limit $N \to \infty$, we observe discontinuous transitions in the dynamical correlations. It is further shown that the vicious walk model with a wall is equivalent to a parametric random matrix model describing the crossover between the Bogoliubov-deGennes universality classes.

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Taro Nagao. 2003-03-12. Dynamical Correlations for Vicious Random Walk with a Wall. https://doi.org/10.1016/s0550-3213(03)00176-7

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