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Nonintersecting random walks in the neighborhood of a symmetric tacnode

Published 7 Jul 2010 in math-ph, math.MP, and math.PR | (1007.1163v3)

Abstract: Consider a continuous time random walk in $\mathbb{Z}$ with independent and exponentially distributed jumps $\pm1$. The model in this paper consists in an infinite number of such random walks starting from the complement of ${-m,-m+1,\ldots,m-1,m}$ at time -t, returning to the same starting positions at time t, and conditioned not to intersect. This yields a determinantal process, whose gap probabilities are given by the Fredholm determinant of a kernel. Thus this model consists of two groups of random walks, which are contained within two ellipses which, with the choice $m\simeq2t$ to leading order, just touch: so we have a tacnode. We determine the new limit extended kernel under the scaling $m=\lfloor2t+\sigma t{1/3}\rfloor$, where parameter $\sigma$ controls the strength of interaction between the two groups of random walkers.

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