Determinantal Correlations of Brownian Paths in the Plane with Nonintersection Condition on their Loop-Erased Parts

Details Determinantal Correlations of Brownian Paths in the Plane with Nonintersection Condition on their Loop-Erased Parts Determinantal Correlations of Brownian Paths in the Plane with Nonintersection Condition on their Loop-Erased Parts

2011-01-20

arxiv.org/abs/1101.3874v3

Phys.Rev.E83:041127,2011

Physics

Mathematical Physics

v3: REVTeX4, 27 pages, 10 figures, corrections made for publication in Phys.Rev.E

Scientific paper

10.1103/PhysRevE.83.041127

As an image of the many-to-one map of loop-erasing operation $\LE$ of random walks, a self-avoiding walk (SAW) is obtained. The loop-erased random walk (LERW) model is the statistical ensemble of SAWs such that the weight of each SAW $\zeta$ is given by the total weight of all random walks $\pi$ which are inverse images of $\zeta$, $\{\pi: \LE(\pi)=\zeta \}$. We regard the Brownian paths as the continuum limits of random walks and consider the statistical ensemble of loop-erased Brownian paths (LEBPs) as the continuum limits of the LERW model. Following the theory of Fomin on nonintersecting LERWs, we introduce a nonintersecting system of $N$-tuples of LEBPs in a domain $D$ in the complex plane, where the total weight of nonintersecting LEBPs is given by Fomin's determinant of an $N \times N$ matrix whose entries are boundary Poisson kernels in $D$. We set a sequence of chambers in a planar domain and observe the first passage points at which $N$ Brownian paths $(\gamma_1,..., \gamma_N)$ first enter each chamber, under the condition that the loop-erased parts $(\LE(\gamma_1),..., \LE(\gamma_N))$ make a system of nonintersecting LEBPs in the domain in the sense of Fomin. We prove that the correlation functions of first passage points of the Brownian paths of the present system are generally given by determinants specified by a continuous function called the correlation kernel. The correlation kernel is of Eynard-Mehta type, which has appeared in two-matrix models and time-dependent matrix models studied in random matrix theory. Conformal covariance of correlation functions is demonstrated.

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