We study the extreme statistics of N non-intersecting Brownian motions (vicious walkers) over a unit time interval in one dimension. Using path-integral techniques we compute exactly the joint distribution of the maximum M and of the time τ_M at which this maximum is reached. We focus in particular on non-intersecting Brownian bridges ("watermelons without wall") and non-intersecting Brownian excursions ("watermelons with a wall"). We discuss in detail the relationships between such vicious walkers models in watermelons configurations and stochastic growth models in curved geometry on the one hand and the directed polymer in a disordered medium (DPRM) with one free end-point on the other hand. We also check our results using numerical simulations of Dyson's Brownian motion and confront them with numerical simulations of the Polynuclear Growth Model (PNG) and of a model of DPRM on a discrete lattice. Some of the results presented here were announced in a recent letter [J. Rambeau and G. Schehr, Europhys. Lett. 91, 60006 (2010)].
Using path integral techniques, we compute exactly the distribution of the maximal height H_p of p nonintersecting Brownian walkers over a unit time interval in one dimension, both for excursions (p-watermelons with a wall) and bridges (p-watermelons without a wall), for all integer p\ge 1. For large p, we show that < H_p > \sim \sqrt{2p} (excursions) whereas < H_p > \sim \sqrt{p} (bridges). Our exact results prove that previous numerical experiments only measured the pre-asymptotic behaviors and not the correct asymptotic ones. In addition, our method establishes a physical connection between…
We derive new results for the number of star and watermelon configurations of vicious walkers in the presence of an impenetrable wall by showing that these follow from standard results in the theory of Young tableaux, and combinatorial descriptions of symmetric functions. For the problem of $n$-friendly walkers, we derive exact asymptotics for the number of stars and watermelons both in the absence of a wall and in the presence of a wall.
We propose a model of semi-vicious walkers, which interpolates between the totally asymmetric simple exclusion process and the vicious walkers model, having the two as limiting cases. For this model we calculate the asymptotics of the survival probability for $m$ particles and obtain a scaling function, which describes the transition from one limiting case to another. Then, we use a fluctuation-dissipation relation allowing us to reinterpret the result as the particle current generating function in the totally asymmetric simple exclusion process. Thus we obtain the particle current distributio…
We derive exact and asymptotic results for the number of star and watermelon configurations of vicious walkers confined to lie between two impenetrable walls, as well as for the analogous problem for $\infty$-friendly walkers. Our proofs make use of results from symmetric function theory and the theory of basic hypergeometric series.
A vicious walker system consists of N random walkers on a line with any two walkers annihilating each other upon meeting. We study a system of N vicious accelerating walkers with the velocity undergoing Gaussian fluctuations, as opposed to the position. We numerically compute the survival probability exponent, α, for this system, which characterizes the probability for any two walkers not to meet. For example, for N = 3, α = 0.71 \pm 0.01. Based on our numerical data, we conjecture that 1/8N(N - 1) is an upper bound on α. We also numerically study N vicious Levy flights and find, for instance,…
We consider N vicious walkers moving in one dimension in a one-body potential v(x). Using the backward Fokker-Planck equation we derive exact results for the asymptotic form of the survival probability Q(x,t) of vicious walkers initially located at (x_1,...,x_N) = x, when v(x) is an arbitrary attractive potential. Explicit results are given for a square-well potential with absorbing or reflecting boundary conditions at the walls, and for a harmonic potential with an absorbing or reflecting boundary at the origin and the walkers starting on the positive half line. By mapping the problem of N vi…
We establish a reflection principle for three lattice walkers and use this principle to reduce the enumeration of the configurations of three vicious walkers to that of configurations of two vicious walkers. In the combinatorial treatment of two vicious walkers, we make connections to two-chain watermelons and to the classical ballot problem. Precisely, the reflection principle leads to a bijection between three walks $(L_1, L_2, L_3)$ such that $L_2$ intersects both $L_1$ and $L_3$ and three walks $(L_1, L_2, L_3)$ such that $L_1$ intersects $L_3$. Hence we find a combinatorial interpretation…
We consider a statistical system in a planar wedge, for values of the bulk parameters corresponding to a first order phase transition and with boundary conditions inducing phase separation. Our previous exact field theoretical solution for the case of a single interface is extended to a class of systems, including the Blume-Capel model as the simplest representative, allowing for the appearance of an intermediate layer of a third phase. We show that the interfaces separating the different phases behave as trajectories of {\it vicious} walkers, and determine their passage probabilities. We also…
We consider the diffusion scaling limit of the vicious walkers and derive the time-dependent spatial-distribution function of walkers. The dependence on initial configurations of walkers is generally described by using the symmetric polynomials called the Schur functions. In the special case in the scaling limit that all walkers are started from the origin, the probability density is simplified and it shows that the positions of walkers on the real axis at time one is identically distributed with the eigenvalues of random matrices in the Gaussian orthogonal ensemble. Since the diffusion scalin…
We consider a generalization of the vicious walker model. Using a bijection map between the path configuration of the non-intersecting random walkers and the hook Young diagram, we compute the probability concerning the number of walker's movements. Applying the saddle point method, we reveal that the scaling limit gives the Tracy--Widom distribution, which is same with the limit distribution of the largest eigenvalues of the Gaussian unitary ensemble.
We consider a generalisation of the vicious walker problem in which N random walkers in R^d are grouped into p families. Using field-theoretic renormalisation group methods we calculate the asymptotic behaviour of the probability that no pairs of walkers from different families have met up to time t. For d>2, this is constant, but for d<2 it decays as a power t^(-alpha), which we compute to O(epsilon^2) in an expansion in epsilon=2-d. The second order term depends on the ratios of the diffusivities of the different families. In two dimensions, we find a logarithmic decay (ln t)^(-alpha'), and …
We investigate the coalescence of two DNA-bubbles initially located at weak segments and separated by a more stable barrier region in a designed construct of double-stranded DNA. The characteristic time for bubble coalescence and the corresponding distribution are derived, as well as the distribution of coalescence positions along the barrier. Below the melting temperature, we find a Kramers-type barrier crossing behaviour, while at high temperatures, the bubble corners perform drift-diffusion towards coalescence. The results are obtained by mapping the bubble dynamics on the problem of two vi…
A relationship of the random walks on one-dimensional periodic lattice and the correlation functions of the XX Heisenberg spin chain is investigated. The operator averages taken over the ferromagnetic state play a role of generating functions of the number of paths made by the so-called "vicious" random walkers (the vicious walkers annihilate each other provided they arrive at the same lattice site). It is shown that the two-point correlation function of spins, calculated over eigen-states of the XX magnet, can be interpreted as the generating function of paths made by a single walker in a med…
A system of Brownian motions in one-dimension all started from the origin and conditioned never to collide with each other in a given finite time-interval $(0, T]$ is studied. The spatial distribution of such vicious walkers can be described by using the repulsive eigenvalue-statistics of random Hermitian matrices and it was shown that the present vicious walker model exhibits a transition from the Gaussian unitary ensemble (GUE) statistics to the Gaussian orthogonal ensemble (GOE) statistics as the time $t$ is going on from 0 to $T$. In the present paper, we characterize this GUE-to-GOE trans…
We consider $N$ Brownian particles moving on a line starting from initial positions ${\bf{u}}\equiv \{u_1,u_2,\dots u_N\}$ such that $0<u_1 < u_2 < \cdots < u_N$. Their motion gets stopped at time $t_s$ when either two of them collide or when the particle closest to the origin hits the origin for the first time. For $N=2$, we study the probability distribution function $p_1(m|{\bf{u}})$ and $p_2(m|{\bf{u}})$ of the maximal distance travelled by the $1^{\text{st}}$ and $2^{\text{nd}}$ walker till $t_s$. For general $N$ particles with identical diffusion constants $D$, we show that the probabili…
We consider the diffusion scaling limit of the one-dimensional vicious walker model of Fisher and derive a system of nonintersecting Brownian motions. The spatial distribution of $N$ particles is studied and it is described by use of the probability density function of eigenvalues of $N \times N$ Gaussian random matrices. The particle distribution depends on the ratio of the observation time $t$ and the time interval $T$ in which the nonintersecting condition is imposed. As $t/T$ is going on from 0 to 1, there occurs a transition of distribution, which is identified with the transition observe…
The XXZ Heisenberg chain is considered for two specific limits of the anisotropy parameter: $\Dl\to 0$ and $\Dl\to -\infty$. The corresponding wave functions are expressed by means of the symmetric Schur functions. Certain expectation values and thermal correlation functions of the ferromagnetic string operators are calculated over the base of N-particle Bethe states. The thermal correlator of the ferromagnetic string is expressed through the generating function of the lattice paths of random walks of vicious walkers. A relationship between the expectation values obtained and the generating fu…
We study systems of interacting Brownian particles in one dimension constructed as the diffusion scaling limits of Fisher's vicious walk models. We define two types of nonintersecting Brownian motions, in which we impose no condition (resp. nonintersecting condition forever) in the future for the first-type (resp. second-type). It is shown that, when all particles start from the origin, their positions at time 1 in the first-type (resp. at time 1/2 in the second-type) process are identically distributed with the eigenvalues of Gaussian orthogonal (resp.unitary) random matrices. The second-type…
We study the statistics of encounters of Lévy flights by introducing the concept of vicious Lévy flights - distinct groups of walkers performing independent Lévy flights with the process terminating upon the first encounter between walkers of different groups. We show that the probability that the process survives up to time $t$ decays as $t^{-α}$ at late times. We compute $α$ up to the second order in $ε$-expansion, where $ε=σ-d$, $σ$ is the Lévy exponent and $d$ is the spatial dimension. For $d=σ$, we find the exponent of the logarithmic decay exactly. Theoretical values of the exponents are…
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 $t \ll T$, 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). The Brownian motion is generally described by the dynamical correlations among parti…
We compute the joint probability density function (jpdf) P_N(M, τ_M) of the maximum M and its position τ_M for N non-intersecting Brownian excursions, on the unit time interval, in the large N limit. For N \to \infty, this jpdf is peaked around M = \sqrt{2N} and τ_M = 1/2, while the typical fluctuations behave for large N like M - \sqrt{2N} \propto s N^{-1/6} and τ_M - 1/2 \propto w N^{-1/3} where s and w are correlated random variables. One obtains an explicit expression of the limiting jpdf P(s,w) in terms of the Tracy-Widom distribution for the Gaussian Orthogonal Ensemble (GOE) of Random M…
We investigate the coalescence of two DNA-bubbles initially located at weak domains and separated by a more stable barrier region in a designed construct of double-stranded DNA. In a continuum Fokker-Planck approach, the characteristic time for bubble coalescence and the corresponding distribution are derived, as well as the distribution of coalescence positions along the barrier. Below the melting temperature, we find a Kramers-type barrier crossing behavior, while at high temperatures, the bubble corners perform drift-diffusion towards coalescence. In the calculations, we map the bubble dyna…
We show how a formula concerning ``vicious walkers'' (which basically are nonintersecting lattice paths) on the cylinder given by P.J. Forrester can be proved and generalized by using the Lindström--Gessel--Viennot method, after having things set up in the right way. We apply the corresponding results to the (thermodynamic limit of the) free energy of the ``lock step model of vicious walkers'', thus completing (and in one instance correcting) the work of Forrester . Moreover, we also show how a related formula given by I. Gessel and C. Krattenthaler can be obtained from the same ``point of vie…
More than 15 years ago Guttmann and Vöge [J. Statist. Plann. Inference, {\bf 101}, 107 (2002)], introduced a model of friendly walkers. Since then it has remained unsolved. In this paper we provide the exact solution to a closely allied model, originally introduced by Tsuchiya and Katori [J. Phys. Soc. Japan {\bf 67}, 1655 (1988)], which essentially only differs in the boundary conditions. The exact solution is expressed in terms of the reciprocal of the generating function for vicious walkers which is a D-finite function. However, ratios of D-finite functions are inherently not D-finite and i…
Given a spanning forest on a large square lattice, we consider by combinatorial methods a correlation function of $k$ paths ($k$ is odd) along branches of trees or, equivalently, $k$ loop--erased random walks. Starting and ending points of the paths are grouped in a fashion a $k$--leg watermelon. For large distance $r$ between groups of starting and ending points, the ratio of the number of watermelon configurations to the total number of spanning trees behaves as $r^{-ν} \log r$ with $ν= (k^2-1)/2$. Considering the spanning forest stretched along the meridian of this watermelon, we see that t…
A one-dimensional system of nonintersecting Brownian particles is constructed as the diffusion scaling limit of Fisher's vicious random walk model. $N$ Brownian particles start from the origin at time $t=0$ and undergo mutually avoiding motion until a finite time $t=T$. Dynamical correlation functions among the walkers are exactly evaluated in the case with a wall at the origin. Taking an asymptotic limit $N \to \infty$, we observe discontinuous transitions in the dynamical correlations. It is further shown that the vicious walk model with a wall is equivalent to a parametric random matrix mod…
Spatially and temporally inhomogeneous evolution of one-dimensional vicious walkers with wall restriction is studied. We show that its continuum version is equivalent with a noncolliding system of stochastic processes called Brownian meanders. Here the Brownian meander is a temporally inhomogeneous process introduced by Yor as a transform of the Bessel process that is a motion of radial coordinate of the three-dimensional Brownian motion represented in the spherical coordinates. It is proved that the spatial distribution of vicious walkers with a wall at the origin can be described by the eige…
We consider three different models of N non-intersecting Brownian motions on a line segment [0,L] with absorbing (model A), periodic (model B) and reflecting (model C) boundary conditions. In these three cases we study a properly normalized reunion probability, which, in model A, can also be interpreted as the maximal height of N non-intersecting Brownian excursions on the unit time interval. We provide a detailed derivation of the exact formula for these reunion probabilities for finite N using a Fermionic path integral technique. We then analyse the asymptotic behavior of this reunion probab…
Asymptotic results are derived for the number of random walks in alcoves of affine Weyl groups (which are certain regions in $n$-dimensional Euclidean space bounded by hyperplanes), thus solving problems posed by Grabiner [J. Combin. Theory Ser. A 97 (2002), 285-306]. These results include asymptotic expressions for the number of vicious walkers on a circle, and as well for the number of vicious walkers in an interval. The proofs depart from the exact results of Grabiner [loc. cit.], and require as diverse means as results from symmetric function theory and the saddle point method, among other…
The system of one-dimensional symmetric simple random walks, in which none of walkers have met others in a given time period, is called the vicious walker model. It was introduced by Michael Fisher and applications of the model to various wetting and melting phenomena were described in his Boltzmann medal lecture. In the present report, we explain interesting connections among representation theory, probability theory, and random matrix theory using this simple diffusion particle system. Each vicious walk of $N$ walkers is represented by an $N$-tuple of nonintersecting lattice paths on the spa…
In this work we extend the results of the reunion probability of $N$ one-dimensional random walkers to include mixed boundary conditions between their trajectories. The level of the mixture is controlled by a parameter $c$, which can be varied from $c=0$ (independent walkers) to $c\to\infty$ (vicious walkers). The expressions are derived by using Quantum Mechanics formalism (QMf) which allows us to map this problem into a Lieb-Liniger gas (LLg) of $N$ one-dimensional particles. We use Bethe ansatz and Gaudin's conjecture to obtain the normalized wave-functions and use this information to const…
A diffusing lion pursues a diffusing lamb when both of them are allowed to get back to their homes intermittently. Identifying the system with a pair of vicious random walkers, we study their dynamics under Poissonian and sharp resetting. In absence of any resets, the location of intersection of the two walkers follows a Cauchy distribution. In presence of resetting, the distribution of the location of annihilation is composed of two parts: one in which the trajectories cross without being reset (center) and the other where trajectories are reset at least once before they cross each other (tai…
We study a system of $N$ non-intersecting $(1+1)$-dimensional fluctuating elastic interfaces (`vicious bridges') at thermal equilibrium, each subject to periodic boundary condition in the longitudinal direction and in presence of a substrate that induces an external confining potential for each interface. We show that, for a large system and with an appropriate choice of the external confining potential, the joint distribution of the heights of the $N$ non-intersecting interfaces at a fixed point on the substrate can be mapped to the joint distribution of the eigenvalues of a Wishart matrix of…
We study a system of N non-intersecting Brownian motions on a line segment [0,L] with periodic, absorbing and reflecting boundary conditions. We show that the normalized reunion probabilities of these Brownian motions in the three models can be mapped to the partition function of two-dimensional continuum Yang-Mills theory on a sphere respectively with gauge groups U(N), Sp(2N) and SO(2N). Consequently, we show that in each of these Brownian motion models, as one varies the system size L, a third order phase transition occurs at a critical value L=L_c(N)\sim \sqrt{N} in the large N limit. Clos…
A discrete implementation on a lattice of the Active Walker Model is presented. After the model's validity is shown in simple simulations, more complex simulations of walkers passing consecutively a lattice from an arbitrary starting point at the left border to a random destination on the right border are presented. It is found that walkers may be caught at a certain position by bouncing back and forth between two contiguous lattice sites. The statistical characteristics of this catchment effect are being studied. The probability distribution of the number of walkers having passed the lattice …
We point out a precise connection between Brownian motion, Chern-Simons theory on S^3, and 2d Yang-Mills theory on the cylinder. The probability of reunion for N vicious walkers on a line gives the partition function of Chern-Simons theory on S^3 with gauge group U(N). The probability of starting with an equal-spacing condition and ending up with a generic configuration of movers gives the expectation value of the unknot. The probability with arbitrary initial and final states corresponds to the expectation value of the Hopf link. We find that the matrix model calculation of the partition func…
Consider a stochastic process that behaves as a $d$-dimensional simple and symmetric random walk, except that, with a certain fixed probability, at each step, it chooses instead to jump to a given site with probability proportional to the time it has already spent there. This process has been analyzed in the physics literature under the name "random walk with preferential relocations", where it is argued that the position of the walker after $n$ steps, scaled by $\log n$, converges to a Gaussian random variable; because of the $\log$ spatial scaling, the process is said to undergo a "slow diff…
A fluctuating interfacial profile in one dimension is studied via Langevin simulations of the Edwards-Wilkinson equation with non-conserved noise and the Mullins-Herring equation with conserved noise. The profile is subject to either periodic or Dirichlet (no-flux) boundary conditions. We determine the noise-driven time-evolution of the profile between an initially flat configuration and the instant at which the profile reaches a given height $M$ for the first time. The shape of the averaged profile agrees well with the prediction of weak-noise theory (WNT), which describes the most-likely tra…
