Continuum statistics of the Airy₂ process

DOI10.1007/S00220-012-1582-0zbMATH Open1257.82112arXiv1106.2717OpenAlexW2008068006MaRDI QIDQ1936635FDOQ1936635

J. D. Quastel, Ivan Corwin, Daniel Remenik

Publication date: 6 February 2013

Published in: Communications in Mathematical Physics (Search for Journal in Brave)

Abstract: We develop an exact determinantal formula for the probability that the Airy${}_2$ process is bounded by a function $g$ on a finite interval. As an application, we provide a direct proof that $sup(aip(x)-x^2)$ is distributed as a GOE random variable. Both the continuum formula and the GOE result have applications in the study of the end point of an unconstrained directed polymer in a disordered environment. We explain Johansson's [Joh03] observation that the GOE result follows from this polymer interpretation and exact results within that field. In a companion paper [MQR11] these continuum statistics are used to compute the distribution of the endpoint of directed polymers.

Full work available at URL: https://arxiv.org/abs/1106.2717

zbMATH Keywords

directed polymerdisordered environmentAiry\(_2\) process

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35) Brownian motion (60J65) Statistical mechanics of polymers (82D60) Dynamics of random walks, random surfaces, lattice animals, etc. in time-dependent statistical mechanics (82C41) Time-dependent percolation in statistical mechanics (82C43)

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Cited In (33)

• Local behavior and hitting probabilities of the \(\text{Airy}_1\) process
• How flat is flat in random interface growth?
• Stochastic six-vertex model in a half-quadrant and half-line open asymmetric simple exclusion process
• Transversal fluctuations of the ASEP, stochastic six vertex model, and Hall-Littlewood Gibbsian line ensembles
• Nonintersecting Brownian motions on the half-line and discrete Gaussian orthogonal polynomials
• Non-intersecting Brownian bridges and the Laguerre orthogonal ensemble
• Supremum of the \(\mathrm{Airy}_{2}\) process minus a parabola on a half line
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• Renormalization fixed point of the KPZ universality class
• Evidence for geometry-dependent universal fluctuations of the Kardar-Parisi-Zhang interfaces in liquid-crystal turbulence
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• Tails of the endpoint distribution of directed polymers
• Exact decay of the persistence probability in the Airy\({}_1\) process
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• Limiting distribution of maximal crossing and nesting of Poissonized random matchings
• Transition between Airy₁and Airy₂processes and TASEP fluctuations
• Exceptional times when the KPZ fixed point violates Johansson's conjecture on maximizer uniqueness
• Restricted maximum of non-intersecting Brownian bridges
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• Endpoint distribution of directed polymers in \(1 + 1\) dimensions
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