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Non-intersecting Brownian bridges and th...

Nguyen, Gia Bao...

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Non-intersecting Brownian bridges and the Laguerre Orthogonal Ensemble by Nguyen, Gia Bao ( Author )

Content Provider	Lemonjar Open Access
Publisher	N.A
Publication Date	07-05-2015
Summary	We show that the squared maximal height of the top path among N non-intersecting Brownian bridges starting and ending at the origin is distributed as the top eigenvalue of a random matrix drawn from the Laguerre Orthogonal Ensemble. This result can be thought of as a discrete version of K. Johansson's result that the supremum of the Airy2 process minus a parabola has the Tracy-Widom GOE distribution, and as such it provides an explanation for how this distribution arises in models belonging to the KPZ universality class with flat initial data. The result can be recast in terms of the probability that the top curve of the stationary Dyson Brownian motion hits an hyperbolic cosine barrier.
ISBN	-
Item Type	Article
File Type	pdf
File Size	36.88 KB
Language	English
Subjects	-
Unlimited	MYR 0.00
Total read	-
URL	https://arxiv.org/abs/1505.01708

Citation

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AMA 11th EditionReferences

Nguyen, Gia Bao. Non-intersecting Brownian bridges and the Laguerre Orthogonal Ensemble. N.A. May 07, 2015. Accessed August 17, 2025. https://online.provdatabase.com/cite/18572

APA 7th EditionReferences

Nguyen, Gia Bao. (2015). Non-intersecting Brownian bridges and the Laguerre Orthogonal Ensemble. N.A. https://online.provdatabase.com/cite/18572

Chicago 17th EditionReferences

Nguyen, Gia Bao. Non-intersecting Brownian bridges and the Laguerre Orthogonal Ensemble. N.A. 2015. https://online.provdatabase.com/cite/18572

HarvardReferences

Nguyen, Gia Bao. (2015). Non-intersecting Brownian bridges and the Laguerre Orthogonal Ensemble. [Online]. N.A. Available from: https://online.provdatabase.com/cite/18572. (Accessed 17 August 2025).

Harvard AustraliaReferences

Nguyen, Gia Bao, 2015, Non-intersecting Brownian bridges and the Laguerre Orthogonal Ensemble, N.A, viewed 17 August 2025, <https://online.provdatabase.com/cite/18572>

MLA 9th EditionWorks Cited

Nguyen, Gia Bao. Non-intersecting Brownian bridges and the Laguerre Orthogonal Ensemble. N.A, 2015. PROV Database, https://online.provdatabase.com/cite/18572.

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