Local behavior and hitting probabilities of the \(\text{Airy}_1\) process (Q389272)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Local behavior and hitting probabilities of the \(\text{Airy}_1\) process
scientific article

    Statements

    Local behavior and hitting probabilities of the \(\text{Airy}_1\) process (English)
    0 references
    0 references
    0 references
    20 January 2014
    0 references
    The authors produce a formula for the \(n\)-dimensional distributions of the \(\text{Airy}_1\) process in terms of a Fredholm determinant on \(L^2(\mathbb{R}),\) as opposed to the standard formula which involves extended kernels, on \(L^2(\{1,\dots,n\} \times\mathbb{R})\), and use them to prove directly that the process is Hölder (\(\frac{1}{2} - \delta \))-continuous for any \(\delta>0\).
    0 references
    \(\text{Airy}_1\) process
    0 references
    Fredholm determinant
    0 references
    Brownian motion
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references