Non-intersecting Brownian bridges and the Laguerre Orthogonal Ensemble

TL;DR

This paper establishes a connection between the maximum height of non-intersecting Brownian bridges and the largest eigenvalue distribution of the Laguerre Orthogonal Ensemble, linking stochastic processes to random matrix theory within the KPZ universality class.

Contribution

It demonstrates that the squared maximum height of non-intersecting Brownian bridges corresponds to the top eigenvalue distribution of the Laguerre Orthogonal Ensemble, providing a discrete analogue to known continuous results.

Findings

Distribution of maximum height matches Laguerre Orthogonal Ensemble eigenvalues.

Connects non-intersecting Brownian bridges to random matrix theory.

Explains emergence of Tracy-Widom GOE distribution in KPZ models.

Abstract

We show that the squared maximal height of the top path among $N$ non-intersecting Brownian bridges starting and ending at the origin is distributed as the top eigenvalue of a random matrix drawn from the Laguerre Orthogonal Ensemble. This result can be thought of as a discrete version of K. Johansson's result that the supremum of the Airy$_2$ process minus a parabola has the Tracy-Widom GOE distribution, and as such it provides an explanation for how this distribution arises in models belonging to the KPZ universality class with flat initial data. The result can be recast in terms of the probability that the top curve of the stationary Dyson Brownian motion hits an hyperbolic cosine barrier.