Dynamical correlations among vicious random walkers

Taro Nagao, Makoto Katori, Hideki Tanemura

Research output: Contribution to journalArticle

25 Citations (Scopus)

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 ≪ 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). 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 → ∞ are evaluated and a discontinuous transition of the universality class from GUE to GOE is observed.

Original languageEnglish
Pages (from-to)29-35
Number of pages7
JournalPhysics Letters, Section A: General, Atomic and Solid State Physics
Volume307
Issue number1
DOIs
Publication statusPublished - 2003 Jan 20
Externally publishedYes

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quaternions
random walk
determinants
scaling

Keywords

  • Random matrices
  • Vicious random walk

ASJC Scopus subject areas

  • Physics and Astronomy(all)

Cite this

Dynamical correlations among vicious random walkers. / Nagao, Taro; Katori, Makoto; Tanemura, Hideki.

In: Physics Letters, Section A: General, Atomic and Solid State Physics, Vol. 307, No. 1, 20.01.2003, p. 29-35.

Research output: Contribution to journalArticle

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