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Vicious walks with a wall, noncolliding meanders, and chiral and Bogoliubov-de Gennes random matrices
Makoto Katori1, Hideki Tanemura, Taro Nagao
1Department of Physics, Faculty of Science and Engineering, Chuo University, Kasuga, Bunkyo-ku, Tokyo 112-8551, Japan. katori@phys.chou-u.ac.jp
Insights
This study analyzes one-dimensional vicious walkers, revealing their connection to Brownian meanders and random matrix theory. The findings link particle-hole symmetric Hamiltonians to walker distributions and symmetry class transitions.
Area of Science:
- Statistical Mechanics
- Stochastic Processes
- Condensed Matter Physics
Background:
- Investigates spatially and temporally inhomogeneous evolution of one-dimensional vicious walkers with wall restrictions.
- Establishes equivalence between the continuum version of vicious walkers and noncolliding Brownian meanders.
Purpose of the Study:
- To explore the mathematical connections between vicious walkers, Brownian meanders, and random matrix theory.
- To characterize the spatial distribution and time evolution of these systems.
Main Methods:
- Utilizes the concept of Brownian meanders, a transform of Bessel processes, to model walker behavior.
- Applies eigenvalue statistics of Gaussian ensembles from Bogoliubov-de Gennes Hamiltonians (superconductivity mean-field theory) to describe spatial distributions.
- Analyzes symmetry class transitions (Type C to CI) in random matrix theory for time evolution.
Main Results:
- Demonstrates that the spatial distribution of wall-restricted vicious walkers corresponds to eigenvalue statistics of particle-hole symmetric Gaussian ensembles.
- Shows that the time evolution is characterized by a symmetry class change from Type C to Type CI.
- Clarifies the relationship between generalized meanders (even-dimensional Bessel processes) and chiral random matrix theory.
Conclusions:
- The study provides a comprehensive framework linking vicious walkers to advanced concepts in stochastic processes and random matrix theory.
- Highlights the role of symmetry classes in describing the dynamics of these complex systems.
- Offers insights into the statistical properties of noncolliding particle systems relevant to superconductivity and quantum chaos.
Abstract:
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 the motion of radial coordinate of the three-dimensional Brownian motion represented in spherical coordinates. It is proved that the spatial distribution of vicious walkers with a wall at the origin can be described by the eigenvalue statistics of Gaussian ensembles of Bogoliubov-de Gennes Hamiltonians of the mean-field theory of superconductivity, which have a particle-hole symmetry. We report that a time evolution of the present stochastic process is fully characterized by the change of symmetry classes from type C to type CI in the nonstandard classes of random matrix theory of Altland and Zirnbauer. The relation between the noncolliding systems of the generalized meanders of Yor, which are associated with the even-dimensional Bessel processes, and the chiral random matrix theory is also clarified.
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