### Abstract

One-dimensional system of Brownian motions called Dyson's model is the particle system with long-range repulsive forces acting between any pair of particles, where the strength of force is β/2 times the inverse of particle distance. When β=2, it is realized as the Brownian motions in one dimension conditioned never to collide with each other. For any initial configuration, it is proved that Dyson's model with β=2 and N particles, X(t) = (X_{1}(t),...,X_{N}(t)), t ∈ [0, ∞), 2 ≤ N < ∞ is determinantal in the sense that any multitime correlation function is given by a determinant with a continuous kernel. The Airy function is Ai(z)a n entire function with zeros all located on the negative part of the real axis ℝ. We consider Dyson's model with β=2 starting from the first N zeros of Ai(z), 0 > a_{1} > ... > a_{N}, N ≥ 2. In order to properly control the effect of such initial confinement of particles in the negative region of ℝ, we put the drift term to each Brownian motion, which increases in time as a parabolic function: Y_{j}(t) = X_{j}(t)+t^{2}/4+{d_{1}+∑^{N}_{l= 1}(1/a_{l})}t, 1 ≤ j ≤ N, where d_{1} = Ai′(0)/Ai(0). We show that, as the N→∞ limit of Y(t) = (y_{1}(t),...,Y_{N}(t)), t ∈[0, ∞), we obtain an infinite particle system, which is the relaxation process from the configuration, in which every zero of Ai(z) on the negative ℝ is occupied by one particle, to the stationary state _{Ai}. The stationary state _{Ai} is the determinantal point process with the Airy kernel, which is spatially inhomogeneous on ℝ and in which the Tracy-Widom distribution describes the rightmost particle position.

Original language | English |
---|---|

Pages (from-to) | 1177-1204 |

Number of pages | 28 |

Journal | Journal of Statistical Physics |

Volume | 136 |

Issue number | 6 |

DOIs | |

Publication status | Published - 2009 Oct 1 |

Externally published | Yes |

### Fingerprint

### Keywords

- Determinantal point process
- Dyson's model
- Entire function
- Relaxation process
- Weierstrass canonical product
- Zeros of Airy function

### ASJC Scopus subject areas

- Statistical and Nonlinear Physics
- Mathematical Physics

### Cite this

*Journal of Statistical Physics*,

*136*(6), 1177-1204. https://doi.org/10.1007/s10955-009-9829-7

**Zeros of Airy function and relaxation process.** / Katori, Makoto; Tanemura, Hideki.

Research output: Contribution to journal › Article

*Journal of Statistical Physics*, vol. 136, no. 6, pp. 1177-1204. https://doi.org/10.1007/s10955-009-9829-7

}

TY - JOUR

T1 - Zeros of Airy function and relaxation process

AU - Katori, Makoto

AU - Tanemura, Hideki

PY - 2009/10/1

Y1 - 2009/10/1

N2 - One-dimensional system of Brownian motions called Dyson's model is the particle system with long-range repulsive forces acting between any pair of particles, where the strength of force is β/2 times the inverse of particle distance. When β=2, it is realized as the Brownian motions in one dimension conditioned never to collide with each other. For any initial configuration, it is proved that Dyson's model with β=2 and N particles, X(t) = (X1(t),...,XN(t)), t ∈ [0, ∞), 2 ≤ N < ∞ is determinantal in the sense that any multitime correlation function is given by a determinant with a continuous kernel. The Airy function is Ai(z)a n entire function with zeros all located on the negative part of the real axis ℝ. We consider Dyson's model with β=2 starting from the first N zeros of Ai(z), 0 > a1 > ... > aN, N ≥ 2. In order to properly control the effect of such initial confinement of particles in the negative region of ℝ, we put the drift term to each Brownian motion, which increases in time as a parabolic function: Yj(t) = Xj(t)+t2/4+{d1+∑Nl= 1(1/al)}t, 1 ≤ j ≤ N, where d1 = Ai′(0)/Ai(0). We show that, as the N→∞ limit of Y(t) = (y1(t),...,YN(t)), t ∈[0, ∞), we obtain an infinite particle system, which is the relaxation process from the configuration, in which every zero of Ai(z) on the negative ℝ is occupied by one particle, to the stationary state Ai. The stationary state Ai is the determinantal point process with the Airy kernel, which is spatially inhomogeneous on ℝ and in which the Tracy-Widom distribution describes the rightmost particle position.

AB - One-dimensional system of Brownian motions called Dyson's model is the particle system with long-range repulsive forces acting between any pair of particles, where the strength of force is β/2 times the inverse of particle distance. When β=2, it is realized as the Brownian motions in one dimension conditioned never to collide with each other. For any initial configuration, it is proved that Dyson's model with β=2 and N particles, X(t) = (X1(t),...,XN(t)), t ∈ [0, ∞), 2 ≤ N < ∞ is determinantal in the sense that any multitime correlation function is given by a determinant with a continuous kernel. The Airy function is Ai(z)a n entire function with zeros all located on the negative part of the real axis ℝ. We consider Dyson's model with β=2 starting from the first N zeros of Ai(z), 0 > a1 > ... > aN, N ≥ 2. In order to properly control the effect of such initial confinement of particles in the negative region of ℝ, we put the drift term to each Brownian motion, which increases in time as a parabolic function: Yj(t) = Xj(t)+t2/4+{d1+∑Nl= 1(1/al)}t, 1 ≤ j ≤ N, where d1 = Ai′(0)/Ai(0). We show that, as the N→∞ limit of Y(t) = (y1(t),...,YN(t)), t ∈[0, ∞), we obtain an infinite particle system, which is the relaxation process from the configuration, in which every zero of Ai(z) on the negative ℝ is occupied by one particle, to the stationary state Ai. The stationary state Ai is the determinantal point process with the Airy kernel, which is spatially inhomogeneous on ℝ and in which the Tracy-Widom distribution describes the rightmost particle position.

KW - Determinantal point process

KW - Dyson's model

KW - Entire function

KW - Relaxation process

KW - Weierstrass canonical product

KW - Zeros of Airy function

UR - http://www.scopus.com/inward/record.url?scp=70350786396&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=70350786396&partnerID=8YFLogxK

U2 - 10.1007/s10955-009-9829-7

DO - 10.1007/s10955-009-9829-7

M3 - Article

AN - SCOPUS:70350786396

VL - 136

SP - 1177

EP - 1204

JO - Journal of Statistical Physics

JF - Journal of Statistical Physics

SN - 0022-4715

IS - 6

ER -