Continuum statistics of the Airy₂ process

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Publication:1936635




Abstract: We develop an exact determinantal formula for the probability that the Airy2 process is bounded by a function g on a finite interval. As an application, we provide a direct proof that sup(aip(x)x2) 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.




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