Airy distribution function: from the area under a Brownian excursion to the maximal height of fluctuating interfaces
From MaRDI portal
Publication:2570817
DOI10.1007/S10955-005-3022-4zbMath1170.82370arXivcond-mat/0409566OpenAlexW2161721727MaRDI QIDQ2570817
Publication date: 28 October 2005
Published in: Journal of Statistical Physics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/cond-mat/0409566
Dynamics of random walks, random surfaces, lattice animals, etc. in time-dependent statistical mechanics (82C41) Asymptotic enumeration (05A16)
Related Items (50)
Probabilizing parking functions ⋮ A generalised Airy distribution function for the accumulated area swept by \(N\) vicious Brownian paths ⋮ Conditioning diffusion processes with killing rates ⋮ Ecological invasion, roughened fronts, and a competitor's extreme advance: integrating stochastic spatial-growth models ⋮ Statistics of the maximum and the convex hull of a Brownian motion in confined geometries ⋮ Properties of additive functionals of Brownian motion with resetting ⋮ Conditioning two diffusion processes with respect to their first-encounter properties ⋮ Conditioning diffusion processes with respect to the local time at the origin ⋮ Gap statistics close to the quantile of a random walk ⋮ A KPZ cocktail-shaken, not stirred\dots: Toasting 30 years of kinetically roughened surfaces ⋮ Fluctuation dominated phase ordering in coarse-grained depth models: domain wall structures, extreme values and coarsening ⋮ Joint distribution of two local times for diffusion processes with the application to the construction of various conditioned processes ⋮ Extreme value statistics of correlated random variables: a pedagogical review ⋮ Conditioned random walks and interaction-driven condensation ⋮ Exact minimum eigenvalue distribution of an entangled random pure state ⋮ Finite size scaling of the dynamical free-energy in a kinetically constrained model ⋮ Phase separation in random cluster models. II: The droplet at equilibrium, and local deviation lower bounds ⋮ On certain functionals of the maximum of Brownian motion and their applications ⋮ Constraint Ornstein-Uhlenbeck bridges ⋮ GLOBAL FLUCTUATIONS IN PHYSICAL SYSTEMS: A SUBTLE INTERPLAY BETWEEN SUM AND EXTREME VALUE STATISTICS ⋮ Maximal distance travelled by \(N\) vicious walkers till their survival ⋮ The perils of thresholding ⋮ Nonintersecting Brownian excursions ⋮ Asymptotic statistics of then-sided planar Poisson–Voronoi cell: II. Heuristics ⋮ Extreme value statistics from the real space renormalization group: Brownian motion, Bessel processes and continuous time random walks ⋮ Stochastic processes under constraints. Abstracts from the workshop held September 27 -- October 3, 2020 (hybrid meeting) ⋮ On the gap and time interval between the first two maxima of long random walks ⋮ Intermediate-level crossings of a first-passage path ⋮ Effective Langevin equations for constrained stochastic processes ⋮ Constrained Brownian processes and constrained Brownian bridges ⋮ Expected maximum of bridge random walks & Lévy flights ⋮ Random convex hulls and extreme value statistics ⋮ Two-species diffusion-annihilation process on the fully-connected lattice: probability distributions and extreme value statistics ⋮ Non-crossing Brownian paths and Dyson Brownian motion under a moving boundary ⋮ Scalar conservation laws with monotone pure-jump Markov initial conditions ⋮ The area under a spectrally positive stable excursion and other related processes ⋮ Extreme fluctuations in noisy task-completion landscapes on scale-free networks ⋮ First-passage dynamics of linear stochastic interface models: numerical simulations and entropic repulsion effect ⋮ First-passage dynamics of linear stochastic interface models: weak-noise theory and influence of boundary conditions ⋮ The distribution of the area under a Bessel excursion and its moments ⋮ Phase separation in random cluster models. I: Uniform upper bounds on local deviation ⋮ Limit Distributions and Scaling Functions ⋮ Exact Distribution of the Maximal Height of<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" display="inline"><mml:mi>p</mml:mi></mml:math>Vicious Walkers ⋮ Distribution of the time at which the deviation of a Brownian motion is maximum before its first-passage time ⋮ Sylvester’s question and the random acceleration process ⋮ Large fluctuations of the area under a constrained Brownian excursion ⋮ Area fluctuations on a subinterval of Brownian excursion ⋮ Generating stochastic trajectories with global dynamical constraints ⋮ Universal order statistics for random walks \& Lévy flights ⋮ Statistics of the first passage area functional for an Ornstein–Uhlenbeck process
Cites Work
- On the supremum of a certain Gaussian process
- On the analysis of linear probing hashing
- Level-spacing distributions and the Airy kernel
- On the distribution of Brownian areas
- Extreme value statistics and traveling fronts: Various applications
- Some asymptotic properties of the local time of the uniform empirical process
- Scaling function and universal amplitude combinations for self-avoiding polygons
- Kac's formula, levy's local time and brownian excursion
- Dynamic Scaling of Growing Interfaces
- The number of connected sparsely edged graphs
- Integrals of products of Airy functions
- Strong-coupling behaviour in discrete Kardar - Parisi - Zhang equations
- Exact solution of a 1D asymmetric exclusion model using a matrix formulation
- Area distribution of the planar random loop boundary
- The inversion enumerator for labeled trees
- Analytic variations on the Airy distribution
This page was built for publication: Airy distribution function: from the area under a Brownian excursion to the maximal height of fluctuating interfaces
