Scale invariance of the PNG droplet and the Airy process

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Publication:1397376

DOI10.1023/A:1019791415147zbMATH Open1025.82010arXivmath/0105240OpenAlexW1677703250MaRDI QIDQ1397376FDOQ1397376

Michael Prähofer, Herbert Spohn

Publication date: 6 August 2003

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Abstract: We establish that the static height fluctuations of a particular growth model, the PNG droplet, converges upon proper rescaling to a limit process, which we call the Airy process A(y). The Airy process is stationary, it has continuous sample paths, its single "time" (fixed y) distribution is the Tracy-Widom distribution of the largest eigenvalue of a GUE random matrix, and the Airy process has a slow decay of correlations as y^(-2). Roughly the Airy process describes the last line of Dyson's Brownian motion model for random matrices. Our construction uses a multi-layer version of the PNG model, which can be analyzed through fermionic techniques. Specializing our result to a fixed value of y, one reobtains the celebrated result of Baik, Deift, and Johansson on the length of the longest increasing subsequence of a random permutation.


Full work available at URL: https://arxiv.org/abs/math/0105240






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