TY - JOUR
T1 - Dynamical correlations among vicious random walkers
AU - Nagao, Taro
AU - Katori, Makoto
AU - Tanemura, Hideki
PY - 2003/1/20
Y1 - 2003/1/20
N2 - 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.
AB - 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.
KW - Random matrices
KW - Vicious random walk
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U2 - 10.1016/S0375-9601(02)01661-4
DO - 10.1016/S0375-9601(02)01661-4
M3 - Article
AN - SCOPUS:0037454805
SN - 0375-9601
VL - 307
SP - 29
EP - 35
JO - Physics Letters, Section A: General, Atomic and Solid State Physics
JF - Physics Letters, Section A: General, Atomic and Solid State Physics
IS - 1
ER -