Evolution of the Stochastic Airy eigenvalues under a changing boundary

Publication date 27 February 2020

Abstract: The Airy

point process, originally introduced by Ram'irez, Rider, and Vir'ag, is defined as the spectrum of the stochastic Airy operator

acting on a subspace of

L^{2} [0, i n f t y)

with Dirichlet boundary condition. In this paper we study the coupled family of point processes defined as the eigenvalues of

acting on a subspace of

L^{2} [t, i n f t y)

. These point processes are coupled through the Brownian term of

. We show that these point processes as a function of

t

are differentiable with explicitly computable derivative. Moreover when recentered by

t

the resulting point process is stationary. This process can also be viewed as an analogue to the 'GUE minor process' in the tridiagonal setting.

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