Non-intersecting Brownian Interfaces and Wishart Random Matrices

Céline Nadal 1, Satya N. Majumdar 1

Physical Review E: Statistical, Nonlinear, and Soft Matter Physics 79 (2009) 061117

We study a system of $N$ non-intersecting $(1+1)$-dimensional fluctuating elastic interfaces (`vicious bridges') at thermal equilibrium, each subject to periodic boundary condition in the longitudinal direction and in presence of a substrate that induces an external confining potential for each interface. We show that, for a large system and with an appropriate choice of the external confining potential, the joint distribution of the heights of the $N$ non-intersecting interfaces at a fixed point on the substrate can be mapped to the joint distribution of the eigenvalues of a Wishart matrix of size $N$ with complex entries (Dyson index $\beta=2$), thus providing a physical realization of the Wishart matrix. Exploiting this analogy to random matrix, we calculate analytically (i) the average density of states of the interfaces (ii) the height distribution of the uppermost and lowermost interfaces (extrema) and (iii) the asymptotic (large $N$) distribution of the center of mass of the interfaces. In the last case, we show that the probability density of the center of mass has an essential singularity around its peak which is shown to be a direct consequence of a phase transition in an associated Coulomb gas problem.

  • 1. Laboratoire de Physique Théorique et Modèles Statistiques (LPTMS),
    CNRS : UMR8626 – Université Paris XI - Paris Sud