# Large Deviations For Sticky Brownian Motions

## TL;DR

This paper studies n-point sticky Brownian motions, revealing their large deviations behavior and Tracy-Widom GUE fluctuations, by connecting them to solvable beta random walks in random environments.

## Contribution

It provides exact formulas for the stochastic flow of sticky Brownian motions and characterizes their large deviations and fluctuation distributions, linking them to Tracy-Widom laws.

## Key findings

- Large deviations of sticky Brownian motions follow Tracy-Widom GUE distribution.
- Extremal particles among n sticky Brownian motions exhibit Tracy-Widom fluctuations.
- Results are derived via limits of solvable beta random walks in random environments.

## Abstract

We consider n-point sticky Brownian motions: a family of n diffusions that evolve as independent Brownian motions when they are apart, and interact locally so that the set of coincidence times has positive Lebesgue measure with positive probability. These diffusions can also be seen as n random motions in a random environment whose distribution is given by so-called stochastic flows of kernels. For a specific type of sticky interaction, we prove exact formulas characterizing the stochastic flow and show that in the large deviations regime, the random fluctuations of these stochastic flows are Tracy-Widom GUE distributed. An equivalent formulation of this result states that the extremal particle among n sticky Brownian motions has Tracy-Widom distributed fluctuations in the large n and large time limit. These results are proved by viewing sticky Brownian motions as a (previously known) limit of the exactly solvable beta random walk in random environment.