Scaling limit for Brownian motions with one-sided collisions

Patrik L. Ferrari, Herbert Spohn, Thomas Weiss

Research output: Contribution to journalArticlepeer-review

12 Scopus citations

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 Airy1 process.

Original languageEnglish
Pages (from-to)1349-1382
Number of pages34
JournalAnnals of Applied Probability
Volume25
Issue number3
DOIs
StatePublished - 1 Jun 2015

Keywords

  • Airy1 process
  • Brownian motion
  • Fredholm determinant
  • One-sided collision
  • Periodic initial configuration

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