Abstract
We consider $N$ non-intersecting Brownian bridges conditioned to stay below a fixed threshold. We consider a scaling limit where the limit shape is tangential to the threshold. In the large $N$ limit, we determine the limiting distribution of the top Brownian bridge conditioned to stay below a function as well as the limiting correlation kernel of the system. It is a one-parameter family of processes which depends on the tuning of the threshold position on the natural fluctuation scale. We also discuss the relation to the six-vertex model and to the Aztec diamond on restricted domains.
Citation
Patrik L. Ferrari. Bálint Vető. "The hard-edge tacnode process for Brownian motion." Electron. J. Probab. 22 1 - 32, 2017. https://doi.org/10.1214/17-EJP97
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