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# Moments of vicious walkers and Möbius graph expansions

## I Introduction

Statistics of a set of one-dimensional random walks conditioned never to collide in a given time interval, say $`T`$, has its own importance in statistical physics, since, if we set $`T\mathrm{}`$, it realizes the one-dimensional Fermi statistics deG68 , and with $`T<\mathrm{}`$ it is used to analyze the models for wetting and melting phenomena Fis84 . We will refer to such non-colliding random walks and the continuum counterpart, non-colliding Brownian motions, simply as vicious walks following the terminology used by M. Fisher Fis84 . For the pioneering work on vicious walker models, see HF84 ; Fold ; AME91 ; MB93 ; EG95 . A generic setting of vicious walk problems is discussed in CK03 . Recently the interest on the vicious walks in mathematical physics is renewed and growing very rapidly, for close relationships of the vicious walk problem with the study of ensembles of Young tableaux and the symmetric functions GOV98 ; KGV00 ; KGV02 , the theories of orthogonal polynomials and random matrices Bai00 ; NF02 , and some topics of representation theory and probability theory Gra99 ; OY02 ; KT02a  have been clarified.

In an earlier paper KT02b , the continuum limit of non-colliding random walks on a lattice was taken by letting the temporal and spatial units $`\mathrm{\Delta }t,\mathrm{\Delta }x`$ go to zero with the relation $`\mathrm{\Delta }t(\mathrm{\Delta }x)^2`$ and a system of non-colliding Brownian motions was derived. Since each random walk tends to be a Brownian motion in this diffusion scaling limit, such a construction of non-colliding Brownian motion is plausible, and indeed mathematical rigor can be established as a functional central limit theorem of vicious walks KT02a . The important fact is that the repulsive interaction among the obtained Brownian particles is no longer contact interaction as in the original vicious random walks on a lattice but is long ranged. The origin of this long-ranged interaction is the restriction of allowed configurations by the non-colliding condition, so that we can say it is an example of entropy-origin effective force. Moreover, the following setting was considered in our vicious walks; (i) even after taking the continuum limit, still we let the time interval, in which the non-colliding condition is imposed, be finite $`T<\mathrm{}`$, and (ii) all the Brownian particles are assumed to start from an origin and the time interval of non-colliding is $`(0,T]`$.

In this setting the process is temporally inhomogeneous. At the very early stage $`tT`$ the repulsive interaction should be strong, since the Brownian motions will be restricted so that they will not collide for a long time period up to time $`T`$ in the future. As the time $`t`$ going on, the strength of repulsion is decreasing as is the remaining time until $`T`$, and attains its minimum at the final time $`t=T`$, at which there is no more restriction of motion in the future $`t>T`$. It was Dyson’s idea that such systems of Brownian motions with long-ranged repulsion could have the equilibrium states, which can be described by the distribution functions of eigenvalues of random matrices in the ensembles appropriately specified by symmetry of the system Dys62 . The previous paper KT02b  showed that the spatial distribution of vicious walkers at $`tT`$ realizes the eigenvalue-statistics of the Gaussian unitary ensemble (GUE), one at $`t=T`$ does that of the Gaussian orthogonal ensemble (GOE), and the GUE to GOE transition is observed in the intermediate time, which is equivalent with the transition studied in the two-matrix model by Pandey and Mehta PM83 ; Meh91 .

In the present paper, we will characterize this transition in distribution by calculating the moments of the positions of $`N`$ particles as functions of time $`t`$,

$$M_{N,T}(t,k)=\underset{j=1}{\overset{N}{}}x_j^{2k}_t,k=1,2,3,\mathrm{},$$
(1)
where $`x_j`$ denotes the position of $`j`$-th vicious walker and $`_t`$ the average at time $`t(0,T]`$. In addition to such an interest of statistical physics, we can put emphasis that our present study possesses another importance as an interesting application of the graphical expansion theory. In high energy physics, graphical expansions for the matrix models of SU($`N`$) gauge theory were studied using ribbon graphs representing propagators and it was shown that the dominant graphs for large $`N`$ are the planar ones and the leading corrections come from the graphs embedded in a torus, which are depressed by a factor $`1/N^2`$ with respect to the planar graphs tHo74 ; BIPZ78 . On the other hand, it was clarified that in the graphical expansion of SO($`N`$) gauge theory the leading corrections only are depressed by a factor $`1/N`$ for large $`N`$ with respect to the dominant planar graphs, in which propagators can be represented by twisted ribbons Cic82 ; BN91 . In the gauge theory, the presence of non-Gaussian interaction terms of cubic or higher power is crucial and it leads to triangulations of random surfaces. Although the Gaussian matrix models associated with the present vicious walker model are not related with the triangulation problem of random surfaces and only give purely enumerative problems of surfaces, the proper structures of large $`N`$ expansions in SU($`N`$) and SO($`N`$) gauge theories are also found in the GUE and GOE models, respectively. We can show that, if $`T\mathrm{}`$ in our vicious walker model, the moments of the walker positions (1) can be calculated by the graphical expansion method of GUE using the ribbon graphs and the results are given in the form of power series in the inverse of the square of matrix size $`N`$,

$$M_{\mathrm{GUE}}(k)N^{k+1}\underset{g0}{}\epsilon _g(k)\left(\frac{1}{N^2}\right)^g.$$

Here the coefficients $`\epsilon _g(k)`$ are the numbers of orientable surfaces of genus $`g`$ made from $`2k`$-gon by some specified procedure HZ86  (see also Zvo97  and Sec.5.5 in Meh91 ). On the other hand, for the GOE we have to take into account the non-orientable surfaces as well as the orientable ones and the expansion is in the form of power series in $`1/N`$. In other words, in order to generate necessary surfaces, we need to use twisted ribbons, whose type of graphs is now called of Möbius graphs Sil97 ; MW02 . For the moments (1) of our vicious walkers, we will perform the Möbius graph expansion in the present paper. Now the weights of the graphs are depending on the time $`t`$; in the limit $`t0`$ all the weights on the twisted ribbons are zero, but they are growing as time $`t`$ going on, and at $`t=T`$ twisted ribbons are equally weighted as untwisted ones. This gives another characterization of the temporally inhomogeneity of the process and the GUE-to-GOE transition.

Quite recently Nagao, Tanemura and one of the present authors applied the method of skew orthogonal polynomials and quaternion determinants developed for the multimatrix models NF99 ; FNH99 ; Nag01  to the vicious walk problem and derived the quaternion determinantal expressions for dynamical correlation functions NKT03 . Using this result, we will present an expression of the coefficients in our expansion of moments using the Stirling number of the first kind.

The paper is organized as follows. In Sec.II we briefly review the previous results reported in KT02b  and give the precise definition of the moments which we will study. Graphical representations are demonstrated in Sec.III. Application of the result of NKT03  is given in Sec.IV to give the expression for the coefficients of expansion and some concluding remarks are given in Sec.V. Appendices A and B are prepared to derive the expression of the density function used in Sec.IV and the $`1/N`$-expansions of the one-point Green function discussed in Sec.V, respectively.

## II VICIOUS WALKS AND MATRIX MODEL

We study a continuum model of vicious walks, the non-colliding Brownian motions in the time interval $`(0,T]`$, constructed in KT02a ; KT02b  as the diffusion scaling limit of vicious random walks on a lattice. First we briefly review our previous results. The configuration space of the present $`N`$ vicious walkers is $`𝐑_<^N=\{𝐱=(x_1,x_2,\mathrm{},x_N)𝐑^N;x_1<x_2<\mathrm{}<x_N\}`$, where $`𝐑`$ is a set of all real numbers. The probability density of vicious walkers at time $`t(0,T]`$ with the initial condition that all walkers start from the origin $`\mathrm{𝟎}`$ is denoted by $`\rho _{N,T}(t,𝐱)`$. It was given as

$$\rho _{N,T}(t,𝐱)=Ce^{|𝐱|^2/2t}h_N(𝐱)𝒩_N(Tt,𝐱)$$
(2)
with $`C=2^{N/2}T^{N(N1)/4}t^{N^2/2}/_{j=1}^N\mathrm{\Gamma }(j/2)`$ for $`𝐱𝐑_<^N`$, where $`\mathrm{\Gamma }(z)`$ is the Gamma function, $`h_N(𝐱)=_{1j<\mathrm{}N}(x_{\mathrm{}}x_j)`$ and

$$𝒩_N(s,𝐱)=_{𝐑_<^N}𝑑𝐲\underset{1j,\mathrm{}N}{det}\left(\frac{1}{\sqrt{2\pi s}}e^{(x_jy_{\mathrm{}})/2s}\right).$$

By using the Harish-Chandra/Itzykson-Zuber integral formula HC57 ; IZ80 ; Meh81 , we will see that $`\rho _{N,T}(t,𝐱)`$ is proportional to the integral

$$h_N(𝐱)^2𝑑U𝑑A\mathrm{exp}\left(\mathrm{tr}(U^{}XU,A)\right)$$
(3)
with

$$(H,A)=\frac{T}{2t(Tt)}H^2\frac{T}{t(Tt)}HA+\frac{T^2}{2t^2(Tt)}A^2,$$

where $`X`$ is the $`N\times N`$ diagonal matrix with $`X_j\mathrm{}=x_j\delta _j\mathrm{}`$, and the integrals $`𝑑U`$ and $`𝑑A`$ are taken over the groups of $`N\times N`$ unitary matrices $`\{U\}`$ and real symmetric matrices $`\{A\}`$, respectively. The proportional coefficient is determined so that the probability density is normalized. On the other hand, the integral over $`A`$ in (3) can be regarded as the convolution of the Gaussian distribution of complex Hermitian matrices $`H`$ with variance $`t(1t/T)`$ and that of real symmetric matrices $`A`$ with variance $`t^2/T`$, and thus we have the expression

$$\rho _{N,T}(t,𝐱)h_N(𝐱)^2𝑑U\mu _{N,T}(t,U^{}XU)$$
(4)
with

$`\mu _{N,T}(t,H)`$
$`\mathrm{exp}\left({\displaystyle \underset{j,\mathrm{}}{}}\left\{{\displaystyle \frac{(H_j\mathrm{}^\mathrm{R})^2}{2t}}+{\displaystyle \frac{(H_j\mathrm{}^\mathrm{I})^2}{2t(1t/T)}}\right\}\right),`$ (5)
where and in the following we use the abbreviations $`z^\mathrm{R}`$ and $`z^\mathrm{I}`$ for the real and the imaginary part of the complex number $`z`$, respectively, i.e. $`z=z^\mathrm{R}+iz^\mathrm{I}`$ for $`z𝐂`$ with $`i=\sqrt{1}`$. Remark that, if we set

$$c=\sqrt{\frac{t(2Tt)}{T}}$$
(6)
and $`\alpha ^2=1t/T`$, $`c^N\mu _{N,T}(t,cH)`$ is equal to the probability density of the two-matrix model of Pandey and Mehta with the parameter $`\alpha `$ PM83 ; Meh91 . Corresponding to changing the parameter $`\alpha `$ from 1 to 0 in the Pandey-Mehta two-matrix model, a GUE-to-GOE transition occurs in the time development of particle distribution in our vicious walks.

Now we define the quantity, which we will study in the present paper; the moment of particle positions in the vicious walks. Since the distribution (2) of $`𝐱`$ is symmetric about the origin $`\mathrm{𝟎}`$, all of the odd moments vanish. The even moments are defined and denoted as follows,

$`M_{N,T}(t,k)`$ $`=`$ $`{\displaystyle \underset{j=1}{\overset{N}{}}}x_j^{2k}_t`$ (7)
$`=`$ $`{\displaystyle _{𝐑_<^N}}𝑑𝐱{\displaystyle \underset{j=1}{\overset{N}{}}}x_j^{2k}\rho _{N,T}(t,𝐱)`$
for $`k=1,2,\mathrm{}`$.

## III GRAPHICAL EXPANSIONS

### III.1 Wick formula

First we notice that (4) is invariant under any permutation of $`x_1,x_2,\mathrm{},x_N`$. Then (7) is written as

$`M_{N,T}(t,k){\displaystyle \frac{1}{N!}}{\displaystyle _{𝐑^N}}𝑑𝐱h_N(𝐱)^2`$
$`\times {\displaystyle }dU{\displaystyle \underset{j=1}{\overset{N}{}}}x_j^{2k}\mu _{N,T}(t,U^{}XU).`$ (8)
Next we introduce the integration measure for the $`N\times N`$ complex Hermitian matrices

$$dH=\underset{1j\mathrm{}N}{}dH_j\mathrm{}^\mathrm{R}\underset{1j<\mathrm{}N}{}dH_j\mathrm{}^\mathrm{I}.$$

Since $`dHdU\times h_N(𝐱)^2d𝐱`$, if $`𝐱=(x_1,\mathrm{},x_N)`$ are the eigenvalues of $`H`$ and $`d𝐱=_{j=1}^Ndx_j`$ (e.g. see Meh91 ), and $`_{j=1}^Nx_j^{2k}=\mathrm{tr}H^{2k}`$ for $`H=U^{}XU`$ with any unitary matrix $`U`$, (8) with (5) becomes

$$M_{N,T}(t,k)=\mathrm{tr}H^{2k},$$
(9)
where $`f=𝑑Hf\mu _{N,T}(t,H)`$ for functions $`f`$ of the elements of $`H`$ with

$`\mu _{N,T}(t,H)`$ $`=`$ $`{\displaystyle \underset{j=1}{\overset{N}{}}}{\displaystyle \frac{e^{(H_{jj}^\mathrm{R})^2/2t}}{\sqrt{2\pi t}}}{\displaystyle \underset{1j<\mathrm{}N}{}}{\displaystyle \frac{e^{(H_j\mathrm{}^\mathrm{R})^2/t}}{\sqrt{\pi t}}}`$ (10)
$`\times `$ $`{\displaystyle \underset{1j<\mathrm{}N}{}}{\displaystyle \frac{e^{(H_j\mathrm{}^\mathrm{I})^2/t(1t/T)}}{\sqrt{\pi t(1t/T)}}}.`$
Note that

$$\mathrm{tr}(H^{2k})=\underset{j_1,j_2,\mathrm{},j_{2k}}{}H_{j_1j_2}H_{j_2j_3}\mathrm{}H_{j_{2k1}j_{2k}}H_{j_{2k}j_1},$$

where the sum is taken over all $`N^{2k}`$ combinations of indices $`j_1,j_2,\mathrm{},j_{2k}`$, and that $`H_j\mathrm{}=H_j\mathrm{}^\mathrm{R}+iH_j\mathrm{}^\mathrm{I}`$ with the Hermitian condition $`H_\mathrm{}j^\mathrm{R}=H_j\mathrm{}^\mathrm{R},H_\mathrm{}j^\mathrm{I}=H_j\mathrm{}^\mathrm{I}`$, the integrand $`\mathrm{tr}H^{2k}`$ in (9) is a polynomial of the $`N^2`$ independent random variables $`\{H_j\mathrm{}^\mathrm{R};1j\mathrm{}N\}\{H_j\mathrm{}^\mathrm{I};1j<\mathrm{}N\}`$. Since the probability density (10) is a product of independent Gaussian integration-kernels, we can apply the Wick formula with the variances

$`(H_j\mathrm{}^\mathrm{R})^2={\displaystyle \frac{t}{2}}(1+\delta _j\mathrm{}),H_j\mathrm{}^\mathrm{R}H_j\mathrm{}^\mathrm{I}=0,`$
$`(H_j\mathrm{}^\mathrm{I})^2={\displaystyle \frac{t(1t/T)}{2}}(1\delta _j\mathrm{}),`$ (11)
for $`1j\mathrm{}N`$, where $`\delta _j\mathrm{}`$ is Kronecker’s delta.

We can readily prove that (11) is equivalent with

$$H_j\mathrm{}H_{mn}=\frac{c^2}{2}\left(\delta _{jn}\delta _\mathrm{}m+\gamma \delta _{jm}\delta _\mathrm{}n\right),$$
(12)
where $`c`$ is given by (6) and

$$\gamma =\frac{t}{2Tt}.$$
(13)
The Wick formula for (9) is thus

$`M_{N,T}(t,k)`$ $`=`$ $`{\displaystyle \underset{j_1,j_2,\mathrm{},j_{2k}}{}}{\displaystyle \underset{\pi S_{2k}:\mathrm{R}}{}}H_{j_{\pi (1)}j_{\pi (1)+1}}H_{j_{\pi (2)}j_{\pi (2)+1}}H_{j_{\pi (3)}j_{\pi (3)+1}}H_{j_{\pi (4)}j_{\pi (4)+1}}`$ (14)
$`\mathrm{}H_{j_{\pi (2k1)}j_{\pi (2k1)+1}}H_{j_{\pi (2k)}j_{\pi (2k)+1}},`$
with the identification $`j_{2k+1}=j_1`$, where the first sum is taken over all $`N^{2k}`$ combinations of indices $`j_1,j_2,\mathrm{},j_{2k}`$, and the second one over the set of permutations $`S_{2k}`$ of $`\{1,2,\mathrm{},2k\}`$ with the restriction

$`\mathrm{R}:`$ $`\pi (1)<\pi (3)<\mathrm{}<\pi (2k1),`$
$`\pi (2j1)<\pi (2j),1jk.`$
The total number of the terms in the second summation is $`(2k1)!!`$.

### III.2 An example: the fourth moment

In this section, by performing calculation of the fourth moment $`M_{N,T}(t,2)=\mathrm{tr}H^4`$, we will demonstrate how to obtain graphical expansions from the Wick formula (14) with the variance (12). We start from the Wick formula for $`M_{N,T}(t,2)`$,

$`M_{N,T}(t,2)={\displaystyle \underset{j_1,j_2,j_3,j_4}{}}\{H_{j_1j_2}H_{j_2j_3}H_{j_3j_4}H_{j_4j_1}`$
$`+H_{j_1j_2}H_{j_3j_4}H_{j_2j_3}H_{j_4j_1}+H_{j_1j_2}H_{j_4j_1}H_{j_2j_3}H_{j_3j_4}\},`$
which has $`(2\times 21)!!=3`$ terms in the summand of $`j_1,\mathrm{},j_4`$. Substitution of (12) and binomial expansion give the $`3\times 2^2=12`$ terms in the form,

$$M_{N,T}(t,2)=\left(\frac{c^2}{2}\right)^2\underset{\mathrm{}=1}{\overset{12}{}}L_{\mathrm{}}$$

with

$`L_1`$ $`=`$ $`{\displaystyle \underset{j_1,j_2,j_3,j_4}{}}\delta _{j_1j_3}\delta _{j_2j_2}\delta _{j_3j_1}\delta _{j_4j_4},L_2={\displaystyle \underset{j_1,j_2,j_3,j_4}{}}\delta _{j_1j_3}\delta _{j_2j_2}\delta _{j_3j_4}\delta _{j_4j_1}\gamma ,`$
$`L_3`$ $`=`$ $`{\displaystyle \underset{j_1,j_2,j_3,j_4}{}}\delta _{j_1j_2}\delta _{j_2j_3}\delta _{j_3j_1}\delta _{j_4j_4}\gamma ,L_4={\displaystyle \underset{j_1,j_2,j_3,j_4}{}}\delta _{j_1j_2}\delta _{j_2j_3}\delta _{j_3j_4}\delta _{j_4j_1}\gamma ^2,`$
$`L_5`$ $`=`$ $`{\displaystyle \underset{j_1,j_2,j_3,j_4}{}}\delta _{j_1j_4}\delta _{j_2j_3}\delta _{j_2j_1}\delta _{j_3j_4},L_6={\displaystyle \underset{j_1,j_2,j_3,j_4}{}}\delta _{j_1j_4}\delta _{j_2j_3}\delta _{j_2j_4}\delta _{j_3j_1}\gamma ,`$
$`L_7`$ $`=`$ $`{\displaystyle \underset{j_1,j_2,j_3,j_4}{}}\delta _{j_1j_3}\delta _{j_2j_4}\delta _{j_2j_1}\delta _{j_3j_4}\gamma ,L_8={\displaystyle \underset{j_1,j_2,j_3,j_4}{}}\delta _{j_1j_3}\delta _{j_2j_4}\delta _{j_2j_4}\delta _{j_3j_1}\gamma ^2,`$
$`L_9`$ $`=`$ $`{\displaystyle \underset{j_1,j_2,j_3,j_4}{}}\delta _{j_1j_1}\delta _{j_2j_4}\delta _{j_2j_4}\delta _{j_3j_3},L_{10}={\displaystyle \underset{j_1,j_2,j_3,j_4}{}}\delta _{j_1j_1}\delta _{j_2j_4}\delta _{j_2j_3}\delta _{j_3j_4}\gamma ,`$
$`L_{11}`$ $`=`$ $`{\displaystyle \underset{j_1,j_2,j_3,j_4}{}}\delta _{j_1j_4}\delta _{j_2j_1}\delta _{j_2j_4}\delta _{j_3j_3}\gamma ,L_{12}={\displaystyle \underset{j_1,j_2,j_3,j_4}{}}\delta _{j_1j_4}\delta _{j_2j_1}\delta _{j_2j_3}\delta _{j_3j_4}\gamma ^2.`$
Graphically, we prepare a square with four vertices labeled $`j_1,j_2,j_3,j_4`$ in a cyclic order for each term as shown in Fig.1 and connect the vertices $`j_a`$ and $`j_b`$ by a line for each Kronecker’s delta $`\delta _{j_aj_b}`$. We then regard these lines connecting vertices as the hems of ribbons connecting the two edges of the square. For example, the two lines connecting $`j_1j_3`$ and $`j_2j_2`$ in the term $`L_2`$ are considered as the two hems of a ribbon, say $`r_1`$, connecting the edges $`\overline{j_1j_2}`$ and $`\overline{j_2j_3}`$ of the square, while the lines $`j_3j_4`$ and $`j_4j_1`$ are as those of a ribbon, say $`r_2`$, connecting $`\overline{j_3j_4}`$ and $`\overline{j_4j_1}`$. There are two ways to connect two distinct edges by a ribbon, by untwisting as $`r_1`$ and by twisting as $`r_2`$ in the above example, respectively. For each twisted ribbon, we put a factor $`\gamma `$.

Next we take the summation over $`j_1,\mathrm{},j_4`$ in each term. Again consider the term $`L_2`$ for example. Under the restrictions on indices specified by the Kronecker deltas, $`j_1=j_3=j_4`$, only two indices, say $`j_1`$ and $`j_2`$, can be chosen arbitrary from $`\{1,2,\mathrm{},N\}`$. Then the summation over all possible choices of indices gives $`N^2`$ for this term. The contribution of $`L_2`$ is thus $`N^2\gamma `$. We list up the contributions of all terms in Fig.1, and the sum of them gives

$`M_{N,T}(t,2)/(c^2/2)^2`$ (15)
$`=`$ $`(N^3+N^2\gamma \times 2+N\gamma ^2)\times 2+N+N\gamma \times 2+N^2\gamma ^2`$
$`=`$ $`N^3\left\{2+(4\gamma +\gamma ^2){\displaystyle \frac{1}{N}}+(1+2\gamma +2\gamma ^2){\displaystyle \frac{1}{N^2}}\right\}.`$
This shows that the 12 terms are classified into 6 equivalence classes, $`\{L_1,L_9\}`$, $`\{L_2,L_3,L_{10},L_{11}\}`$, $`\{L_4,L_{12}\}`$, $`\{L_5\}`$, $`\{L_6,L_7\}`$ and $`\{L_8\}`$, with respect to the contribution to the moment, and Fig.1 implies that all graphs for the terms in an equivalence class are topologically equivalent.

### III.3 General formula

For the general $`2k`$-th moment, $`M_{N,T}(t,k)`$, $`k1`$, we have $`(2k1)!!`$ Wick couplings in the formula (14), each term of which is the $`k`$ products of the variances $`H_j\mathrm{}H_{mn}`$. By applying (12) and expanding in $`\gamma `$, we will have the $`K=(2k1)!!\times 2^k`$ terms, $`M_{N,T}(t,k)/(c^2/2)^k=_{\mathrm{}=1}^KL_{\mathrm{}}`$. As demonstrated in the above section, one-to-one correspondence is established between terms $`\{L_{\mathrm{}}\}`$ and graphs each of which consists of a $`2k`$-gon with its edges connected by $`k`$ ribbons to each other. For each graph corresponding to $`L_{\mathrm{}}`$, let $`\phi _{\mathrm{}}`$ be the number of twisted ribbons in the $`k`$ ribbons and $`V_{\mathrm{}}`$ be the “free indices” remaining after the identification of indices under the Kronecker delta conditions. Then the contribution from the term $`L_{\mathrm{}}`$ is given by $`N^V_{\mathrm{}}\gamma ^\phi _{\mathrm{}}`$. As mentioned at the end of the previous section, we consider the equivalence classes of the terms having the same contribution to the $`2k`$-th moment, and let each equivalence class be represented by a graph $`\mathrm{\Gamma }`$. We let $`V(\mathrm{\Gamma })`$ and $`\phi (\mathrm{\Gamma })`$ be the numbers of free indices and of twisted ribbons. Moreover, we denote the number of elements in the equivalence class $`\mathrm{\Gamma }`$ by $`|\mathrm{\Gamma }|`$. In other words, $`|\mathrm{\Gamma }|`$ is the number of ways to generate graphs, which are topologically equivalent with $`\mathrm{\Gamma }`$, using a $`2k`$-gon and $`k`$ ribbons by gluing edges of $`2k`$-gons by ribbons. Define $`𝒢(k)`$ be the collection of all graphs $`\{\mathrm{\Gamma }\}`$ generated by the present procedure. Then we have

$$M_{N,T}(t,k)=\left(\frac{c^2}{2}\right)^k\underset{\mathrm{\Gamma }𝒢(k)}{}|\mathrm{\Gamma }|N^{V(\mathrm{\Gamma })}\gamma ^{\phi (\mathrm{\Gamma })}.$$
(16)
Each graph $`\mathrm{\Gamma }`$ having no twisted ribbons, $`\phi (\mathrm{\Gamma })=0`$, defines a way of drawing a graph on an orientable surface $`S_\mathrm{\Gamma }`$, called a map, and each map specifies the surface $`S_\mathrm{\Gamma }`$ on which the graph is drawn (see, for example, Zvo97 ; Oko99 ). In general, the specified orientable surface has “holes” or “handles” and their number is called the genus $`g(S_\mathrm{\Gamma })`$. The genus is related with $`V(\mathrm{\Gamma })`$, $`E(\mathrm{\Gamma })=k`$ (the number of distinct edges; the original $`2k`$ sides of polygon were glued together in pairs by ribbons) and $`F(\mathrm{\Gamma })=1`$ (the number of faces) through the Euler characteristic,

$$\chi (S_\mathrm{\Gamma })V(\mathrm{\Gamma })k+1=22g(S_\mathrm{\Gamma }).$$
(17)
Then the contribution from all graphs having no twisted ribbons is expressed as

$`M_{N,T}^0(t,k)`$ $`=`$ $`\left({\displaystyle \frac{c^2}{2}}\right)^k{\displaystyle \underset{\mathrm{\Gamma }𝒢(k)}{}}\mathrm{𝟏}_{\{\phi (\mathrm{\Gamma })=0\}}|\mathrm{\Gamma }|N^{k+12g(S_\mathrm{\Gamma })}`$ (18)
$`=`$ $`\left({\displaystyle \frac{c^2}{2}}\right)^kN^{k+1}{\displaystyle \underset{g=0}{\overset{[k/2]}{}}}\epsilon _g(k)\left({\displaystyle \frac{1}{N^2}}\right)^g,`$
where $`\mathrm{𝟏}_{\{\omega \}}`$ is the indicator; $`\mathrm{𝟏}_{\{\omega \}}=1`$ if the condition $`\omega `$ is satisfied and $`\mathrm{𝟏}_{\{\omega \}}=0`$ otherwise, and $`\epsilon _g(k)=_{\mathrm{\Gamma }𝒢(k)}\mathrm{𝟏}_{\{\phi (\mathrm{\Gamma })=0,V(\mathrm{\Gamma })=k+12g\}}|\mathrm{\Gamma }|`$.

In the similar way, the graphs $`\mathrm{\Gamma }`$ having twisted ribbons, $`\phi (\mathrm{\Gamma })1`$, are considered to define non-orientable surfaces $`S_\mathrm{\Gamma }`$. The genus $`g`$ for non-orientable surface may be defined by the Euler characteristics as Thu97

$$\chi (S_\mathrm{\Gamma })=2g(S_\mathrm{\Gamma })$$

instead of (17). Then all the contribution to the moment from such non-orientable surface graphs is

$`M_{N,T}^1(t,k)`$
$`=\left({\displaystyle \frac{c^2}{2}}\right)^k{\displaystyle \underset{\mathrm{\Gamma }𝒢(k)}{}}\mathrm{𝟏}_{\{\phi (\mathrm{\Gamma })1\}}|\mathrm{\Gamma }|N^{k+1g(S_\mathrm{\Gamma })}\gamma ^{\phi (\mathrm{\Gamma })}`$
$`=\left({\displaystyle \frac{c^2}{2}}\right)^kN^{k+1}{\displaystyle \underset{g=1}{\overset{k}{}}}\left({\displaystyle \frac{1}{N}}\right)^g{\displaystyle \underset{m=1}{\overset{k}{}}}\stackrel{~}{\epsilon }_{g,m}(k)\gamma ^m,`$ (19)
where $`\stackrel{~}{\epsilon }_{g,m}(k)=_{\mathrm{\Gamma }𝒢(k)}\mathrm{𝟏}_{\{\phi (\mathrm{\Gamma })=m,V(\mathrm{\Gamma })=k+1g\}}|\mathrm{\Gamma }|`$. The moment (16) is then given by the summation

$$M_{N,T}(t,k)=M_{N,T}^0(t,k)+M_{N,T}^1(t,k).$$
(20)
It should be noted that $`\gamma `$ defined by (13) is a monotonically increasing function of $`t`$ and changes its value from $`\gamma =0`$ to 1 as the time passes from $`t=0`$ to $`T`$. The above formula (19) shows the fact that the contribution from Möbius graphs with twisted ribbons is growing in time and at $`t=T`$ twisted ribbons contribute with the same weights as untwisted ribbons (the GOE case).

## IV CALCULATION BY DENSITY FUNCTION

Set

$`\rho _{N,T}(t,𝐱;T,𝐲)={\displaystyle \frac{C}{(N!)^2}}e^{|𝐱|^2/2t}h_N(𝐱)\mathrm{sgn}(h_N(𝐲))`$
$`\times \underset{1j,kN}{det}\left({\displaystyle \frac{e^{(x_jy_k)^2/2(Tt)}}{\sqrt{2\pi (Tt)}}}\right)`$
for $`𝐱,𝐲𝐑^N`$. It is easy to confirm that $`\rho _{N,T}(t,𝐱;T,𝐲)`$ is invariant under any permutation of $`x_1,\mathrm{},x_N`$ and that of $`y_1,\mathrm{},y_N`$, and (2) is equal to $`N!𝑑𝐲\rho _{N,T}(t,𝐱;T,𝐲)`$, if $`𝐱𝐑_<^N`$. Then the density function at time $`t`$ is defined as

$$\rho (t,x)=N\underset{j=2}{\overset{N}{}}dx_j𝑑𝐲\rho _{N,T}(t,𝐱;T,𝐲),$$
(21)
and the $`2k`$-th moment is given by

$$M_{N,T}(t,k)=x^{2k}\rho (t,x)𝑑x.$$
(22)
Let $`H_j(x)`$ be the $`j`$-th Hermitian polynomial, satisfying the orthogonality $`e^{x^2}H_j(x)H_{\mathrm{}}(x)𝑑x=h_j\delta _j\mathrm{}`$ with $`h_j=2^jj!\sqrt{\pi }`$. As shown in Appendix A, the general formula for the dynamical correlation functions of vicious walks reported in NKT03 ; KNT03  gives the expression

$`\rho (t,x)={\displaystyle \frac{1}{c}}e^{(x/c)^2}{\displaystyle \underset{j=0}{\overset{N1}{}}}{\displaystyle \frac{1}{h_j}}\left\{H_j(x/c)\right\}^2`$
$`+{\displaystyle \frac{\gamma }{2^{N1}c\sqrt{\pi }}}e^{(x/c)^2}H_{N1}(x/c)`$
$`\times {\displaystyle \frac{1}{(N/21)!}}{\displaystyle \underset{j=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{(N/2+j)!}{(N+2j+1)!}}\gamma ^jH_{N+2j+1}(x/c).`$ (23)
Substituting (23) into (22) and replacing the integral variable $`x`$ by $`y=x/c`$ give

$`M_{N,T}(t,k)/c^{2k}={\displaystyle \underset{j=1}{\overset{N1}{}}}{\displaystyle \frac{1}{h_j}}{\displaystyle y^{2k}\left\{H_j(y)\right\}^2e^{y^2}𝑑y}`$
$`+{\displaystyle \frac{\gamma }{2^{N1}\sqrt{\pi }(N/21)!}}{\displaystyle \underset{j=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{(N/2+j)!}{(N+2j+1)!}}\gamma ^j`$
$`\times {\displaystyle }y^{2k}H_{N1}(y)H_{N+2j+1}(y)e^{y^2}dy`$
$`=`$ $`{\displaystyle \frac{1}{2^{2k+N}\sqrt{\pi }(N1)!}}{\displaystyle \underset{j=0}{\overset{k}{}}}{\displaystyle \frac{(2k)!}{j!(2k2j)!}}`$
$`\times [{\displaystyle }H_{2k2j}(y)\{H_N(y)\}^2e^{y^2}dy`$
$`{\displaystyle }H_{2k2j}(y)H_{N1}(y)H_{N+1}(y)e^{y^2}dy]`$
$`+{\displaystyle \frac{\gamma }{2^{2k+N1}\sqrt{\pi }(N/21)!}}{\displaystyle \underset{j=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{(N/2+j)!}{(N+2j+1)!}}\gamma ^j`$
$`\times {\displaystyle \underset{\mathrm{}=0}{\overset{k}{}}}{\displaystyle \frac{(2k)!}{\mathrm{}!(2k2\mathrm{})!}}`$
$`\times {\displaystyle }H_{2k2\mathrm{}}(y)H_{N1}(y)H_{N+2j+1}(y)e^{y^2}dy.`$
In the second equality, we used the Christoffel-Darboux formula (see page 193 in Bat53 )

$`{\displaystyle \underset{j=0}{\overset{N1}{}}}{\displaystyle \frac{1}{h_j}}\{H_j(y)\}^2`$
$`={\displaystyle \frac{1}{2^N\sqrt{\pi }(N1)!}}\left[\{H_N(y)\}^2H_{N1}(y)H_{N+1}(y)\right],`$
and the relation

$$(2y)^{2k}=\underset{j=0}{\overset{k}{}}\frac{(2k)!}{j!(2k2j)!}H_{2k2j}(y).$$

Now we apply the integration formula for the triple of Hermitian polynomials (see page 290 in Bat54 )

$$H_j(y)H_{\mathrm{}}(y)H_m(y)e^{y^2}𝑑y=\{\begin{array}{cc}\frac{j!\mathrm{}!m!}{(sj)!(s\mathrm{})!(sm)!}2^s\sqrt{\pi },\hfill & \text{if}j+\mathrm{}+m=2s\text{is even}\hfill \\ & \text{and}sj0,s\mathrm{}0,sm0,\hfill \\ & \\ 0,\hfill & \text{otherwise.}\hfill \end{array}$$

Then we arrive at $`M_{N,T}(t,k)=M_{N,T}^0(t,k)+M_{N,T}^1(t,k)`$, with

$`M_{N,T}^0(t,k)`$ $`=`$ $`\left({\displaystyle \frac{c^2}{2}}\right)^k{\displaystyle \frac{(2k)!}{2^kk!}}{\displaystyle \underset{j=0}{\overset{k}{}}}\left({\displaystyle \genfrac{}{}{0pt}{}{k}{j}}\right)\left({\displaystyle \genfrac{}{}{0pt}{}{N}{kj+1}}\right)2^{kj}`$ (24)
$`M_{N,T}^1(t,k)`$ $`=`$ $`\left({\displaystyle \frac{c^2}{2}}\right)^k{\displaystyle \underset{j=0}{\overset{k1}{}}}{\displaystyle \underset{\mathrm{}=0}{\overset{kj1}{}}}{\displaystyle \frac{2^\mathrm{}j(N/2+\mathrm{})!N!(2k)!}{(N/2)!(N+\mathrm{}k+j)!(kj\mathrm{}1)!(kj+\mathrm{}+1)!j!}}\gamma ^{\mathrm{}+1}.`$ (25)
Here we do not repeat the explanation how to characterize the quantity $`\epsilon _g(k)`$ in (18) by using the formula (24), and only mention that it is obtained as the solution of the recurrence relation

$`(k+1)\epsilon _g(k)=(4k2)\epsilon _g(k1)`$
$`+(k1)(2k1)(2k3)\epsilon _{g1}(k2)`$ (26)
with the boundary conditions

$$\epsilon _g(0)=\{\begin{array}{cc}1,\hfill & \text{if}g=0,\hfill \\ 0,\hfill & \text{otherwise.}\hfill \end{array}$$

See HZ86 , Sec.5.5 in Meh91  and Zvo97  for details.

In order to express the expansion in $`1/N`$ for (25), here we introduce the number $`s(n,k)`$ defined as the coefficients of the expansion

$$x(x1)\mathrm{}(xn+1)=\underset{\mathrm{}=1}{\overset{n}{}}s(n,\mathrm{})x^{\mathrm{}}$$

for $`n1`$. It is known that $`s(n,\mathrm{})\times (1)^n\mathrm{}`$ is the number of elements in the set $`S_n`$ of all permutations of $`\{1,2,\mathrm{},n\}`$, which are products of $`\mathrm{}`$ disjoint cycles. These numbers $`s(n,\mathrm{})`$ are called the Stirling numbers of the first kind AS65 . For example, there are $`3!=6`$ distinct permutations of $`\{1,2,3\}`$. We denote a permutation $`1a,2b,3c`$ simply by $`[abc]`$ $`(a,b,c\{1,2,3\},abc)`$. We regard $`[\mathrm{2\hspace{0.17em}3\hspace{0.17em}1}]`$ as a cycle $`1231`$, $`[\mathrm{2\hspace{0.17em}1\hspace{0.17em}3}]`$ as a product of two cycles $`121`$ and $`33`$, and the identity transformation $`[\mathrm{1\hspace{0.17em}2\hspace{0.17em}3}]`$ as that of three cycles $`11,22`$ and $`33`$. In this example, we see $`s(3,1)=2`$ (for there are two elements $`[\mathrm{2\hspace{0.17em}3\hspace{0.17em}1}]`$ and $`[\mathrm{3\hspace{0.17em}1\hspace{0.17em}2}]`$ with $`\mathrm{}=1`$ in $`S_3`$), $`s(3,3)=1`$ ($`[\mathrm{1\hspace{0.17em}2\hspace{0.17em}3}]`$) and $`s(3,2)=3`$ (other three permutations). For convenience, we will assume here that $`s(n,\mathrm{})=0`$ if $`n0`$, or $`\mathrm{}0`$ or $`n<\mathrm{}`$. Then we have expression (19) from (25) with the coefficients

$`\stackrel{~}{\epsilon }_{g,m}(k)={\displaystyle \frac{(2k)!}{2^k}}{\displaystyle \underset{j=kg+1}{\overset{k}{}}}{\displaystyle \underset{\mathrm{}}{}}{\displaystyle \frac{(1)^m\mathrm{}2^{m+j\mathrm{}}}{(kj)!(jm)!(j+m)!}}`$
$`\times s(m,\mathrm{})s(jm+1,kg\mathrm{}+2).`$ (27)
It is easy to confirm that $`s(n,1)=(1)^{n1}(n1)!`$, $`s(n,n1)=n(n1)/2`$ and $`s(n,n)=1`$ for any $`n=1,2,3,\mathrm{}`$, and numerical tables of $`s(n,\mathrm{})`$ are found in AS65 . For example, if we set $`k=2`$, (27) gives $`\stackrel{~}{\epsilon }_{1,1}(2)=4s(1,1)s(2,2)=4`$, $`\stackrel{~}{\epsilon }_{1,2}(2)=s(2,2)s(1,1)=1`$, $`\stackrel{~}{\epsilon }_{2,1}(2)=6\left\{s(1,1)s(1,1)+2s(1,1)s(2,1)/3\right\}=2`$ and $`\stackrel{~}{\epsilon }_{2,2}(2)=2s(2,1)s(1,1)=2`$, and having $`\epsilon _0(2)=2,\epsilon _1(2)=1`$, the result (15) is again obtained through the general formula (20) with (18) and (19).

## V CONCLUDING REMARKS

In the present paper we performed the graphical expansions for the moments of positions of vicious walkers. The obtained formula (20) with (18) and (19) can be regarded as the power series of the number of walkers $`N`$. Here we consider the large $`N`$ limit. Let $`\widehat{M}_{N,T}(t,k)`$ be the dominant term of (20) in $`N1`$. Then

$$\widehat{M}_{N,T}(t,k)=\left(\frac{c^2}{2}\right)^kN^{k+1}\epsilon _0(k),$$
(28)
that is, only the contribution from the genus-zero orientable surfaces will survives in the limit $`N\mathrm{}`$. It is well known that $`\epsilon _0(k)`$’s are given by the Catalan numbers $`C_k`$ (see, for example, Slo73 )

$$\epsilon _0(k)=C_k=\frac{1}{k+1}\left(\genfrac{}{}{0pt}{}{2k}{k}\right),$$
(29)
and their generating function is

$`a(\zeta )`$ $`=`$ $`{\displaystyle \frac{1}{2\zeta }}\left\{12\zeta \sqrt{14\zeta }\right\}`$ (30)
$`=`$ $`{\displaystyle \underset{k=1}{\overset{\mathrm{}}{}}}\zeta ^kC_k.`$
Corresponding to (28), define the density function $`\widehat{\rho }(t,x)`$ as

$$\widehat{M}_{N,T}(t,k)=x^{2k}\widehat{\rho }(t,x)𝑑x.$$

Multiplying the both sides by $`z^k`$ and taking the summation over $`k`$ from 0 to $`\mathrm{}`$, we will have

$$\frac{1}{c^2z}\left[1\sqrt{12c^2Nz}\right]=\frac{\widehat{\rho }(t,x)}{1zx^2}𝑑x,$$

where (28), (29) and (30) were used. If we set $`z=1/2c^2N`$, it becomes

$$\frac{\widehat{\rho }(t,x)}{2N(x/c)^2}𝑑x=1.$$

This integral equation can be solved as Meh91

$$\widehat{\rho }(t,x)=\{\begin{array}{cc}\frac{1}{\pi c}\sqrt{2N(x/c)^2},\hfill & \text{if}|x|\sqrt{2N}c\hfill \\ & \\ 0,\hfill & \text{otherwise.}\hfill \end{array}$$

In the large $`N`$ limit, the density function will keep a semicircle shape independently of the time evolution, in which only the width of the semicircle depends on time and simply scaled by $`c`$ NKT03 . In other words, Wigner’s semicircle law is universal in $`N\mathrm{}`$.

The universal property of random matrix theory at the large $`N`$ limit and its finite-$`N`$ corrections have been studied by calculating the Green functions in the form of $`1/N`$ expansions in the field theory tHo74 ; BIPZ78 ; Cic82 ; Itoi97 . In order to compare our present results with the previous ones, here we consider the one-point Green function defined by

$$G_{N,T}(t,z)=\frac{1}{N}\underset{j=1}{\overset{N}{}}\frac{1}{z\xi _j}_t$$
(31)
with $`\xi _j=x_j/(\sqrt{N}c)`$ for $`z𝐂`$. It is nothing but the generating function of the moments (1),

$$G_{N,T}(t,z)=\frac{1}{Nz}\underset{k=0}{\overset{\mathrm{}}{}}\left(\frac{1}{Nc^2z^2}\right)^kM_{N,T}(t,k).$$

We define the coefficients $`\overline{M}_T^{(n)}(t,k)`$ in the expansion of the moment as

$$M_{N,T}(t,k)=\left(\frac{c^2}{2}\right)^kN^{k+1}\underset{n=0}{\overset{\mathrm{}}{}}\frac{1}{N^n}\overline{M}_T^{(n)}(t,k).$$
(32)
Then we have the $`1/N`$ expansion of the Green function as

$$G_{N,T}(t,z)=\underset{n=0}{\overset{\mathrm{}}{}}\frac{1}{N^n}G_T^{(n)}(t,z),$$
(33)
where

$$G_T^{(n)}(t,z)=\frac{1}{z}\underset{k=0}{\overset{\mathrm{}}{}}\left(\frac{1}{2z^2}\right)^k\overline{M}_T^{(n)}(t,k).$$
(34)
Since we have obtained the closed expressions for any moments, (20) with (24) and (25), the Green function (31) is completely determined, and the coefficients $`G_T^{(n)}(t,z)`$ in its $`1/N`$-expansion (33) can be derived for any order $`n`$ through the formulae (18), (19) with the known result of $`\epsilon _g(k)`$ HZ86  and (27). For example, as shown in Appendix B, the present results give the following expressions for the first three terms;

$`G_T^{(0)}(t,z)`$ $`=`$ $`{\displaystyle \frac{1+a(\zeta )}{z}},`$ (35)
$`G_T^{(1)}(t,z)`$ $`=`$ $`2z{\displaystyle \frac{a(\zeta )}{1a(\zeta )^2}}\times {\displaystyle \frac{\gamma a(\zeta )}{1\gamma a(\zeta )}},`$ (36)
and

$`G_T^{(2)}(t,z)={\displaystyle \frac{\zeta ^2}{3z}}{\displaystyle \frac{^2}{\zeta ^2}}{\displaystyle \frac{1}{1a(\zeta )^2}}+{\displaystyle \frac{\zeta }{6z}}{\displaystyle \frac{}{\zeta }}{\displaystyle \frac{1}{1a(\zeta )^2}}`$
$`+{\displaystyle \frac{1}{2z}}{\displaystyle \frac{}{\zeta }}\left[{\displaystyle \frac{a(\zeta )}{1a(\zeta )^2}}\left\{2\gamma {\displaystyle \frac{}{\gamma }}1\right\}{\displaystyle \frac{\gamma a(\zeta )}{1\gamma a(\zeta )}}\right]`$
$`{\displaystyle \frac{1}{2z\zeta }}{\displaystyle \frac{a(\zeta )}{1a(\zeta )^2}}\left\{3\gamma {\displaystyle \frac{}{\gamma }}1\right\}{\displaystyle \frac{\gamma a(\zeta )}{1\gamma a(\zeta )}}`$ (37)
with $`\zeta =1/(2z^2)`$. By using (30), we can show that setting $`\gamma =1`$ reduces them to Equations (24), (26) and (28) with $`\beta =1`$ (the GOE case) given by Itoi, respectively, who derived them by solving the loop equations Itoi97 . On the other hand, we can confirm that, if we set $`\gamma =0`$, $`G_T^{(n)}(t,z/\sqrt{2})/\sqrt{2}`$ gives the $`\beta =2`$ (GUE) results of Itoi. Some details are given in Appendix B. Our result is new and general, and it will reproduce the previous results of $`1/N`$-expansions for the GUE and GOE as the special cases with $`\gamma =0`$ and 1, respectively.

Our formula also gives a power series in $`\gamma `$ with $`N`$-dependent coefficients. Let $`\stackrel{~}{M}(k;\gamma ,N)=M_{N,T}(t,k)/(c^2/2)^k`$. Then

$$\stackrel{~}{M}(k;\gamma ,N)=\underset{m=0}{\overset{k}{}}\gamma ^mf_{k,m}(N),$$

where $`f_{k,m}(N)`$ are the polynomials of degree $`k+1`$ in $`N`$ for $`m=0`$ and of degree $`k`$ in $`N`$ for $`1mk`$. Explicit expression of $`f_{k,m}(N)`$ is immediately obtained from (25). We remark that the coefficients of the highest order in $`\gamma `$, $`f_{k,k}(N)`$, is equal to the zonal polynomials $`Z_{(k)}(s_1,s_2,\mathrm{},s_k)`$, if we set all the variables $`s_1=s_2=\mathrm{}=s_k=N`$ MPH95 .

As shown by (4) with (5), the present system of vicious walkers can be regarded as a Gaussian model as matrix model, and thus exactly solvable as demonstrated in this paper. We would like to state, however, that the probability density (2) of the positions of walkers $`𝐱`$ is not in the simple Gaussian form multiplied by $`h_N(𝐱)`$, when $`0<t<T`$, due to the factor $`𝒩_N(Tt,𝐱)`$. Combination of the Pfaffian representation of this factor given in KT02a ; KT02b  and the facts that $`\mathrm{Pf}(A)=(detA)^{1/2}`$ for any even-dimensional antisymmetric matrix $`A`$ and $`detA=e^{\mathrm{tr}\mathrm{ln}A}`$, (2) is written for even $`N`$ as

$$\rho _{N,T}(t,𝐱)h_N(𝐱)\mathrm{exp}\left(V(𝐱)\right)$$

with the non-harmonic potential

$$V(𝐱)=\frac{|𝐱|^2}{2t}+\frac{1}{2}\mathrm{tr}\left(\mathrm{ln}F(Tt,𝐱)\right),$$

where $`F(s,𝐱)`$ is the $`N\times N`$ antisymmetric matrix with the element $`F_{jk}(s,𝐱)=(2/\sqrt{\pi })\mathrm{Erf}((x_kx_j)/2\sqrt{s})`$ with $`\mathrm{Erf}(u)=_0^x𝑑ue^{u^2}`$. Then the present results for $`0<t<T`$ are nontrivial.

In summary, we demonstrated the GUE-to-GOE transition in time for the vicious walk model by presenting the graphical expansion formula of the moments of walker’s positions. The weights of contributing graphs are time-developing and our formula interpolates the genus expansion of orientable graphs for GUE and that of non-orientable graphs for GOE by using a time-parameter $`\gamma =t/(2Tt)`$. The formula provides a power series in the number of walkers $`N`$ and it was shown that the exact expression of dynamical correlation functions recently reported by Nagao et al. NKT03  is very useful in order to evaluate the coefficients in the series. By comparing with the previous results of $`1/N`$ expansion of the one-point Green function, we showed that our results are general and valid. Further applications of the quaternion determinantal expressions of dynamical correlations of vicious walkers to the graphical expansions of more general types of moments (e.g. correlators of moments at different times IS97 ) will be interesting future problems.

## Appendix A DENSITY FUNCTION

Let $`H_j(x)`$ be the $`j`$-th Hermite polynomial defined in Sec.IV. We can read the density function (21) from NKT03 ; KNT03  by setting $`M=1`$ as

$$\rho (t,x)=\underset{\mathrm{}=0}{\overset{N/21}{}}\frac{1}{r_{\mathrm{}}}\left[\mathrm{\Phi }_2\mathrm{}(x)R_{2\mathrm{}+1}(x)\mathrm{\Phi }_{2\mathrm{}+1}(x)R_2\mathrm{}(x)\right],$$
(38)
where

$`R_{\mathrm{}}(x)`$ $`=`$ $`\gamma ^{\mathrm{}/2}{\displaystyle \underset{j=0}{\overset{\mathrm{}}{}}}\alpha _\mathrm{}jH_j(x/c)\gamma ^{j/2},`$ (39)
$`\mathrm{\Phi }_{\mathrm{}}(x)`$ $`=`$ $`{\displaystyle 𝑑yR_{\mathrm{}}(y)}`$
$`\times {\displaystyle _{\mathrm{}<z<z^{}<\mathrm{}}}dzdz^{}\left|\begin{array}{cc}p(y,z)& p(x,z)\\ p(y,z^{})& p(x,z^{})\end{array}\right|,`$
$`r_{\mathrm{}}`$ $`=`$ $`{\displaystyle \frac{2}{\pi }}\gamma ^{2\mathrm{}+1/2}\left({\displaystyle \frac{c}{2}}\right)^{4\mathrm{}+1}h_2\mathrm{},`$ (40)
with

$`\alpha _{2\mathrm{}j}`$ $`=`$ $`(c/2)^2\mathrm{}\delta _{2\mathrm{}j},`$
$`\alpha _{2\mathrm{}+1j}`$ $`=`$ $`(c/2)^{2\mathrm{}+1}(\delta _{2\mathrm{}+1j}4\mathrm{}\delta _{2\mathrm{}1j}),`$
and

$$p(x,y)=\frac{e^{x^2/2t}}{\sqrt{2\pi t}}\times \frac{e^{(xy)^2/2(Tt)}}{\sqrt{2\pi (Tt)}}.$$

The function $`p(x,y)`$ can be expanded using the Hermite polynomials as

$`p(x,y)`$
$`=`$ $`{\displaystyle \frac{e^{(x/c)^2}e^{y^2/2T}}{\sqrt{2\pi t}\sqrt{2\pi (Tt)}}}\mathrm{exp}\left\{{\displaystyle \frac{(y/\sqrt{T}\sqrt{\gamma }x/c)^2}{1\gamma }}\right\}`$
$`=`$ $`{\displaystyle \frac{e^{(x/c)^2}e^{y^2/2T}}{\sqrt{2\pi t}\sqrt{2Tt}}}{\displaystyle \underset{j=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{\gamma ^{j/2}}{h_j}}H_j(x/c)H_j(y/\sqrt{T}).`$
Then, for $`\mathrm{}=0,1,2,\mathrm{}`$, we will have

$`\mathrm{\Phi }_2\mathrm{}(x)`$ $`=`$ $`{\displaystyle \frac{r_{\mathrm{}}}{c^2}}e^{(x/c)^2}`$
$`\times `$ $`{\displaystyle \underset{j2\mathrm{}+1}{}}{\displaystyle \frac{\gamma ^{\{j(2\mathrm{}+1)\}/2}}{h_j}}\beta _{j\mathrm{\hspace{0.17em}2}\mathrm{}+1}H_j(x/c),`$
$`\mathrm{\Phi }_{2\mathrm{}+1}(x)`$ $`=`$ $`{\displaystyle \frac{r_{\mathrm{}}}{c^2}}e^{(x/c)^2}`$ (41)
$`\times `$ $`{\displaystyle \underset{j2\mathrm{}}{}}{\displaystyle \frac{\gamma ^{(j2\mathrm{})/2}}{h_j}}\beta _{j\mathrm{\hspace{0.17em}2}\mathrm{}}H_j(x/c),`$
where $`\beta _j\mathrm{}`$’s satisfy the relation

$$\underset{\mathrm{}=s}{\overset{j}{}}\beta _j\mathrm{}\alpha _\mathrm{}s=\delta _{js},0sj.$$

Substituting (39), (40) and (41) into (38) gives (23).

It should be noted that, though the $`M=1`$ case of NKT03  is equivalent with Pandey-Mehta’s two-matrix model PM83 , the present expression (23) is more useful for the moment calculation as shown in Sec.IV.

## Appendix B COEFFICIENTS IN $`1/N`$-EXPANSION OF GREEN FUNCTION

By definition of $`\overline{M}_T^{(n)}(t,k)`$ in (32), (18) and (19) give

$`\overline{M}_T^{(0)}(t,k)=\epsilon _0(k)=C_k,`$
$`\overline{M}_T^{(1)}(t,k)={\displaystyle \underset{m=1}{\overset{k}{}}}\stackrel{~}{\epsilon }_{1,m}(k)\gamma ^m`$
$`={\displaystyle \underset{m1}{}}\left({\displaystyle \genfrac{}{}{0pt}{}{2k}{k+m}}\right)\gamma ^m,`$
$`\overline{M}_T^{(2)}(t,k)=\epsilon _1(k)+{\displaystyle \underset{m=1}{\overset{k}{}}}\stackrel{~}{\epsilon }_{2,m}(k)\gamma ^m`$
$`={\displaystyle \frac{1}{12}}{\displaystyle \frac{(2k)!}{k!(k2)!}}`$
$`+{\displaystyle \frac{1}{2}}{\displaystyle \underset{m1}{}}\{(2m1)\left({\displaystyle \genfrac{}{}{0pt}{}{2k}{k+m}}\right)(k+1)`$
$`(3m1)\left({\displaystyle \genfrac{}{}{0pt}{}{2k}{k+m}}\right)\},`$ (44)
where we have used (27), (29), and the fact $`\epsilon _1(k)=(2k)!/\{12k!(k2)!\}`$, which is obtained from (26) with (29). Through (30) and (34), (B) immediately gives (35). In order to derive (36) and (37) from (B) and (44), respectively, we can use the identity given as Equation (C.5) in KI97 ,

$$\underset{n=1}{\overset{\mathrm{}}{}}\left(\genfrac{}{}{0pt}{}{2n}{n+m}\right)\zeta ^{n+1}=\frac{a(\zeta )^{m+1}}{1a(\zeta )^2}\text{for}m0,$$

and its derivatives with respect to $`\zeta `$. It is easy to see that

$$G_T^{(0)}(t,z)=z\sqrt{z^22},$$

and $`G_T^{(1)}(t,z)`$ is zero at $`\gamma =0`$. Moreover, we have obtained the following expressions for $`01\gamma 1`$

$`G_T^{(1)}(t,z)={\displaystyle \frac{1}{2}}\left[{\displaystyle \frac{1}{\sqrt{z^22}}}{\displaystyle \frac{z}{z^22}}\right]{\displaystyle \frac{1}{2(z^22)^{3/2}}}(1\gamma )+𝒪((1\gamma )^2),`$
$`G_T^{(2)}(t,z)={\displaystyle \frac{2z^2+32z\sqrt{z^22}}{4(z^22)^{5/2}}}{\displaystyle \frac{z(z^2+6)(z^2+1)\sqrt{z^22}}{4(z^22)^3}}(1\gamma )+𝒪((1\gamma )^2),`$
and

$$G_T^{(2)}(t,z)=\frac{1}{4(z^22)^{5/2}}\text{at}\gamma =0.$$

###### Acknowledgements.

The authors thank S. Kakei and T. Sasamoto for letting them know the papers by M. Mulase. They also thank T. Nagao for useful comments on the present work. They acknowledge the comments of a referee, which enabled them to show the calculations of one-point Green function in the present paper.