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Universality for the Pearcey process

Consider non-intersecting Brownian motions on the line leaving from the origin and forced to two arbitrary points. Letting the number of Brownian particles tend to infinity, and upon rescaling, there is a point of bifurcation, where the support of the density of particles goes from one interval to t...

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Detalles Bibliográficos
Autores principales: van Moerbeke, P, Adler, Mark, van Moerbeke, Pierre, Orantin, Nicolas
Lenguaje:eng
Publicado: 2010
Materias:
Acceso en línea:https://dx.doi.org/10.1016/j.physd.2010.01.005
http://cds.cern.ch/record/1359352