We consider the diffusion scaling limit of the vicious walker model that is a system of nonintersecting random walks. We prove a functional central limit theorem for the model and derive two types of nonintersecting Brownian motions, in which the nonintersecting condition is imposed in a finite time interval $(0,T]$ for the first type and in an infinite time interval $(0,\infty)$ for the second type, respectively. The limit process of the first type is a temporally inhomogeneous diffusion, and that of the second type is a temporally homogeneous diffusion that is identified with a Dyson's model of Brownian motions studied in the random matrix theory. We show that these two types of processes are related to each other by a multi-dimensional generalization of Imhof's relation, whose original form relates the Brownian meander and the three-dimensional Bessel process. We also study the vicious walkers with wall restriction and prove a functional central limit theorem in the diffusion scaling limit.
The ensemble $\CUE^{(q)}$ of truncated random unitary matrices is a deformation of the usual Circular Unitary Ensemble depending on a discrete non-negative parameter $q.$ $\CUE^{(q)}$ is an exactly solved model of random contraction matrices originally introduced in the context of scattering theory. In this article, we exhibit a connection between $\CUE^{(q)}$ and Fisher's random-turns vicious walker model from statistical mechanics. In particular, we show that the moment generating function of the trace of a random matrix from $\CUE^{(q)}$ is a generating series for the partition function of …
Lock step walker model is a one-dimensional integer lattice walker model in discrete time. Suppose that initially there are infinitely many walkers on the non-negative even integer sites. At each tick of time, each walker moves either to its left or to its right with equal probability. The only constraint is that no two walkers can occupy the same site at the same time. It is proved that in the large time limit, a certain conditional probability of the displacement of the leftmost walker is identical to the limiting distribution of the properly scaled largest eigenvalue of a random GOE matrix …
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.
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 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…
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…
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…
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…
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…
In [1], the authors consider a random walk $(Z_{n,1},\ldots,Z_{n,K+1})\in \mathbb{Z}^{K+1}$ with the constraint that each coordinate of the walk is at distance one from the following one. A functional central limit theorem for the first coordinate is proved and the limit variance is explicited. In this paper, we study an extended version of this model by conditioning the extremal coordinates to be at some fixed distance at every time. We prove a functional central limit theorem for this random walk. Using combinatorial tools, we give a precise formula of the variance and compare it with the on…
The one-dimensional elephant random walk is a typical model of discrete-time random walk with step-reinforcement, and is introduced by Schütz and Trimper (2004). It has a parameter $α\in (-1,1)$: The case $α=0$ corresponds to the simple symmetric random walk, and when $α>0$ (resp. $α<0$), the mean displacement of the walker at time $n$ grows (resp. vanishes) like $n^α$. The walk admits a phase transition at $α=1/2$ from the diffusive behavior to the superdiffusive behavior. In this paper, we study the rate of the moment convergence in the central limit theorem for the position of the walker wh…
We study a general class of random walks driven by a uniquely ergodic Markovian environment. Under a coupling condition on the environment we obtain strong ergodicity properties and concentration inequalities for the environment as seen from the position of the walker, i.e the environment process. We also obtain ergodicity of the uniquely ergodic measure of the environment process as well as continuity as a function of the jump rates of the walker. As a consequence we obtain several limit theorems, such as law of large numbers, Einstein relation, central limit theorem and concentration propert…
We consider simple random walk on a realization of an Erdős-Rényi graph that is asymptotically almost surely (a.a.s.) connected. We show a Central Limit Theorem (CLT) for the average starting hitting time, i.e. the expected time it takes the random walker on average to first hit a vertex $j$ when starting in a fixed vertex $i$. The average is taken with respect to $π_j$, the invariant measure of the random walk.
We consider the backbone of the infinite cluster generated by supercritical oriented site percolation in dimension 1 +1. A directed random walk on this backbone can be seen as an "ancestral line" of an individual sampled in the stationary discrete-time contact process. Such ancestral lineages were investigated in [BCDG13] where a central limit theorem for a single walker was proved. Here, we consider infinitely many coalescing walkers on the same backbone starting at each space-time point. We show that, after diffusive rescaling, the collection of paths converges in distribution to the Brownia…
We consider biased random walks in positive random conductances on the d-dimensional lattice in the zero-speed regime and study their scaling limits. We obtain a functional Law of Large Numbers for the position of the walker, properly rescaled. Moreover, we state a functional Central Limit Theorem where an atypical process, related to the Fractional Kinetics, appears in the limit.
Open Quantum Walks (OQWs), originally introduced by S. Attal, are quantum generalizations of classical Markov chains. Recently, natural continuous time models of OQW have been developed by C. Pellegrini. These models, called Continuous Time Open Quantum Walks (CTOQWs), appear as natural continuous time limits of discrete time OQWs. In particular they are quantum extensions of continuous time Markov chains. This article is devoted to the study of homogeneous CTOQW on $\mathbb{Z}^d$. We focus namely on their associated quantum trajectories which allow us to prove a Central Limit Theorem for the …
