Local behavior and hitting probabilities of the \(\text{Airy}_1\) process (Q389272)
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English | Local behavior and hitting probabilities of the \(\text{Airy}_1\) process |
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Local behavior and hitting probabilities of the \(\text{Airy}_1\) process (English)
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20 January 2014
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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 \(\delta>0\).
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\(\text{Airy}_1\) process
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Fredholm determinant
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Brownian motion
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