Constrained non-crossing Brownian motions, fermions and the Ferrari-Spohn distribution

A conditioned stochastic process can display a very different behavior from the unconditioned process. In particular, a conditioned process can exhibit non-Gaussian fluctuations even if the unconditioned process is Gaussian. In this work, we revisit the Ferrari-Spohn model of a Brownian bridge conditioned to avoid a moving wall, which pushes the system into a large-deviation regime. We extend this model to an arbitrary number N of non-crossing Brownian bridges. We obtain the joint distribution of the distances of the Brownian particles from the wall at an intermediate time in the form of the determinant of an N x N matrix whose entries are given in terms of the Airy function. We show that this distribution coincides with that of the positions of N spinless noninteracting fermions trapped by a linear potential with a hard wall. We then explore the N 1 behavior of the system. For simplicity we focus on the case where the wall's position is given by a semicircle as a function of time, but we expect our results to be valid for any concave wall function.

Automated summary

This study revisits the Ferrari-Spohn model of a Brownian bridge conditioned to avoid a moving wall, pushing the system into a large-deviation regime. The model is extended to an arbitrary number of non-crossing Brownian bridges, with the joint distribution of the distances of the particles from the wall obtained in terms of the determinant of an N x N matrix. The distribution coincides with that of noninteracting fermions trapped by a linear potential with a hard wall.