Non-intersecting, simple, symmetric random walks and the extended Hahn kernel
arXiv:math/0409013
Abstract
Consider particles performing simple, symmetric, non-intersecting random walks, starting at points , at time 0 and ending at at time . This can also be interpreted as a random rhombus tiling of an -hexagon, or as a random boxed planar partition confined to a rectangular box with side lengths , and . The positions of the particles at all times gives a determinantal point process with a correlation kernel given in terms of the associated Hahn polynomials. In a suitable scaling limit we obtain non-intersecting Brownian motions which can be related to Dysons's Hermitian Brownian motion via a suitable transformation.
13 pages