Random walks and random permutations

Authors
Citation
Pj. Forrester, Random walks and random permutations, J PHYS A, 34(31), 2001, pp. L417-L423
Citations number
21
Categorie Soggetti
Physics
Journal title
JOURNAL OF PHYSICS A-MATHEMATICAL AND GENERAL
ISSN journal
03054470 → ACNP
Volume
34
Issue
31
Year of publication
2001
Pages
L417 - L423
Database
ISI
SICI code
0305-4470(20010810)34:31<L417:RWARP>2.0.ZU;2-M
Abstract
A connection is made between the random-turns model of vicious walkers and random permutations indexed by their increasing subsequences. Consequently the scaled distribution of the maximum displacements in a particular asymme teric version of the model can be determined to be the same as the scaled d istribution of the eigenvalues at the soft edge of the GUE (random Hermitia n matrices). The scaling of the distribution gives the maximum mean displac ement mu after t time steps as mu = (2t)(1/2) with standard deviation propo rtional to mu (1/3). The exponent 1/3 is typical of a large class of two-di mensional growth problems.