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

From MaRDI portal

!

This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:

scientific article; zbMATH DE number 6247830
Language Label Description Also known as
default for all languages
No label defined
    English
    Local behavior and hitting probabilities of the \(\text{Airy}_1\) process
    scientific article; zbMATH DE number 6247830

      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

      Identifiers