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July 1, 2013The Annals of Probability51 citationsOpen Access

Nonintersecting random walks in the neighborhood of a symmetric tacnode

MAMark AdlerNorthwestern UniversityPFPatrik L. FerrariUniversity of BonnPMPierre van MoerbekeBrandeis University

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Abstract

Consider a continuous time random walk in Z with independent and exponentially distributed jumps 1. The model in this paper consists in an infinite number of such random walks starting from the complement of \-m, -m+1, , m-1, m\ at time -t, returning to the same starting positions at time t, and conditioned not to intersect. This yields a determinantal process, whose gap probabilities are given by the Fredholm determinant of a kernel. Thus this model consists of two groups of random walks, which are contained within two ellipses which, with the choice m2t to leading order, just touch: so we have a tacnode. We determine the new limit extended kernel under the scaling m=2t+ t^1/3, where parameter controls the strength of interaction between the two groups of random walkers.

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Cite This Study

Adler et al. (2013) studied this question.

synapsesocial.com/papers/6a828e4850b6b35c4f8ad7e7https://doi.org/10.1214/11-aop726
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