Scaling limit of vicious walks and two-matrix model

Abstract

We consider the diffusion scaling limit of the one-dimensional vicious walker model of Fisher and derive a system of nonintersecting Brownian motions. The spatial distribution of $N$ particles is studied and it is described by use of the probability density function of eigenvalues of $N \times N$ Gaussian random matrices. The particle distribution depends on the ratio of the observation time $t$ and the time interval $T$ in which the nonintersecting condition is imposed. As $t/T$ is going on from 0 to 1, there occurs a transition of distribution, which is identified with the transition observed in the two-matrix model of Pandey and Mehta. Despite of the absence of matrix structure in the original vicious walker model, in the diffusion scaling limit, accumulation of contact repulsive interactions realizes the correlated distribution of eigenvalues in the multimatrix model as the particle distribution.