Barnaby Garrod | Searcharxiv

arXiv2023

Examples of interacting particle systems on $\mathbb{Z}$ as Pfaffian point processes: coalescing branching random walks and annihilating random walks with immigration

Two classes of interacting particle systems on $\mathbb{Z}$ are shown to be Pfaffian point processes at fixed times, and for all deterministic initial conditions. The first comprises coalescing and branching random walks, the second annihilating random walks with pairwise immigration. Various limiting Pfaffian point processes on $\mathbb{R}$ are found by diffusive rescaling, including the point set process for the Brownian net.

math.PR↗

arXiv2018

Examples of interacting particle systems on $\mathbb{Z}$ as Pfaffian point processes: annihilating and coalescing random walks

A class of interacting particle systems on $\mathbb{Z}$, involving instantaneously annihilating or coalescing nearest neighbour random walks, are shown to be Pfaffan point processes for all deterministic initial conditions. As diffusion limits, explicit Pfaffan kernels are derived for a variety of coalescing and annihilating Brownian systems. For Brownian motions on $\mathbb{R}$, depending on the initial conditions, the corresponding kernels are closely related to the bulk and edge scaling limits of the Pfaffan point process for real eigenvalues for the real Ginibre ensemble of random matrices. For Brownian motions on $\mathbb{R}_{+}$ with absorbing or reflected boundary conditions at zero new interesting Pfaffan kernels appear. We illustrate the utility of the Pfaffan structure by determining the extreme statistics of the rightmost particle for the purely annihilating Brownian motions, and also computing the probability of overcrowded regions for all models.

math.PR↗