From non-intersecting Brownian motions to directed polymers in random environment

From non-intersecting Brownian motions to directed polymers in random environment

Probability Seminar
Oct 27, 2016, 03:30 PM - 04:30 PM | 740 Evans Hall | Happening As Scheduled
Gregory Schehr, Université de Paris-Sud
I will discuss extremal properties (the maximum and the time at which it occurs) of the top path of N non-intersecting Brownian bridges and excursions. In the case of excursions, I will show that, in the large N limit, the joint probability density function of the maximum and of its position can be described in terms of Painlevé transcendents. I will finally discuss the relevance of these results...