Arista, Jonas and O’Connell, Neil (2019) Loop-Erased Walks and Random Matrices. Journal of Statistical Physics, 177 (3). pp. 528-567. ISSN 0022-4715
Full text not available from this repository.Abstract
It is well known that there are close connections between non-intersecting processes in one dimension and random matrices, based on the reflection principle. There is a generalisation of the reflection principle for more general (e.g. planar) processes, due to Fomin, in which the non-intersection condition is replaced by a condition involving loop-erased paths. In the context of independent Brownian motions in suitable planar domains, this also has close connections to random matrices. An example of this was first observed by Sato and Katori (Phys Rev E 83:041127, 2011). We present further examples which give rise to various Cauchy-type ensembles. We also extend Fomin's identity to the affine setting and show that in this case, by considering independent Brownian motions in an annulus, one obtains a novel interpretation of the circular orthogonal ensemble.