Open Access
June 2015 Scaling limit for Brownian motions with one-sided collisions
Patrik L. Ferrari, Herbert Spohn, Thomas Weiss
Ann. Appl. Probab. 25(3): 1349-1382 (June 2015). DOI: 10.1214/14-AAP1025

Abstract

We consider Brownian motions with one-sided collisions, meaning that each particle is reflected at its right neighbour. For a finite number of particles a Schütz-type formula is derived for the transition probability. We investigate an infinite system with periodic initial configuration, that is, particles are located at the integer lattice at time zero. The joint distribution of the positions of a finite subset of particles is expressed as a Fredholm determinant with a kernel defining a signed determinantal point process. In the appropriate large time scaling limit, the fluctuations in the particle positions are described by the $\mathrm{Airy}_{1}$ process.

Citation

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Patrik L. Ferrari. Herbert Spohn. Thomas Weiss. "Scaling limit for Brownian motions with one-sided collisions." Ann. Appl. Probab. 25 (3) 1349 - 1382, June 2015. https://doi.org/10.1214/14-AAP1025

Information

Published: June 2015
First available in Project Euclid: 23 March 2015

zbMATH: 1315.60108
MathSciNet: MR3325276
Digital Object Identifier: 10.1214/14-AAP1025

Subjects:
Primary: 60K35
Secondary: 60J65

Keywords: Airy$_{1}$ process , Brownian motion , Fredholm determinant , one-sided collision , periodic initial configuration

Rights: Copyright © 2015 Institute of Mathematical Statistics

Vol.25 • No. 3 • June 2015
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