A graph-based equilibrium problem for the limiting distribution of non-intersecting Brownian motions at low temperature

Steven Delvaux; Arno B. J. Kuijlaars

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arXiv · 0907.2310

A graph-based equilibrium problem for the limiting distribution of non-intersecting Brownian motions at low temperature

Steven Delvaux·Arno B. J. Kuijlaars

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Abstract

We consider n non-intersecting Brownian motion paths with p prescribed starting positions at time t=0 and q prescribed ending positions at time t=1. The positions of the paths at any intermediate time are a determinantal point process, which in the case p=1 is equivalent to the eigenvalue distribution of a random matrix from the Gaussian unitary ensemble with external source. For general p and q, we show that if a temperature parameter is sufficiently small, then the distribution of the Brownian paths is characterized in the large n limit by a vector equilibrium problem with an interaction matrix that is based on a bipartite planar graph. Our proof is based on a steepest descent analysis of an associated (p+q) by (p+q) matrix valued Riemann-Hilbert problem whose solution is built out of multiple orthogonal polynomials. A new feature of the steepest descent analysis is a systematic opening of a large number of global lenses.

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BibTeX RIS

Steven Delvaux, Arno B. J. Kuijlaars. 2009-07-14. A graph-based equilibrium problem for the limiting distribution of non-intersecting Brownian motions at low temperature. https://arxiv.org/abs/0907.2310

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