Non-colliding space-time inhomogeneous Markov chains

Abstract

We establish the explicit leading order asymptotics, with a quantitative error bound, of tail probabilities of collision times for a class of integrable space-time inhomogeneous Markov chains, in discrete and continuous time. The corresponding process conditioned not to intersect arises in interacting particle systems with local push-block interactions thereby confirming a recent prediction. The generic discrete nature of the spatial inhomogeneities rules out powerful coupling-with-Brownian-motion techniques, so our proof strategy proceeds instead via a novel steepest-descent analysis combined with a Karlin--McGregor semigroup expansion in terms of dominant-index contributions.