Continuum statistics of the Airy₂ process
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Publication:1936635
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)
Abstract: We develop an exact determinantal formula for the probability that the Airy process is bounded by a function on a finite interval. As an application, we provide a direct proof that 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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Cites work
- scientific article; zbMATH DE number 1817636 (Why is no real title available?)
- scientific article; zbMATH DE number 3117699 (Why is no real title available?)
- scientific article; zbMATH DE number 3273551 (Why is no real title available?)
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- Local behavior and hitting probabilities of the \(\text{Airy}_1\) process
- Non-intersecting Brownian walkers and Yang-Mills theory on the sphere
- On orthogonal and symplectic matrix ensembles
- Probability distribution of the free energy of the continuum directed random polymer in 1 + 1 dimensions
- Scale invariance of the PNG droplet and the Airy process
- Symmetrized random permutations
- The \(\text{Airy}_{1}\) process is not the limit of the largest eigenvalue in GOE matrix diffusion
- The height and range of watermelons without wall (extended abstract)
- Walks, walls, wetting, and melting
Cited in
(35)- Exact decay of the persistence probability in the Airy\({}_1\) process
- How flat is flat in random interface growth?
- On the spatial persistence for Airy processes
- Integration by parts and the KPZ two-point function
- Exceptional times when the KPZ fixed point violates Johansson's conjecture on maximizer uniqueness
- Fluctuations of the arctic curve in the tilings of the Aztec diamond on restricted domains
- Transversal fluctuations of the ASEP, stochastic six vertex model, and Hall-Littlewood Gibbsian line ensembles
- Painlevé II in random matrix theory and related fields
- Airy process with wanderers, KPZ fluctuations, and a deformation of the Tracy-Widom GOE distribution
- Limiting distribution of maximal crossing and nesting of Poissonized random matchings
- Nonintersecting Brownian motions on the half-line and discrete Gaussian orthogonal polynomials
- On the joint distribution of the maximum and its position of the Airy\({}_2\) process minus a parabola
- Airy processes and variational problems
- Upper tail decay of KPZ models with Brownian initial conditions
- An appetizer to modern developments on the Kardar-Parisi-Zhang universality class
- Brownian Gibbs property for Airy line ensembles
- Local behavior and hitting probabilities of the \(\text{Airy}_1\) process
- Multiplicative functionals on ensembles of non-intersecting paths
- Transition between Airy1and Airy2processes and TASEP fluctuations
- Endpoint distribution of directed polymers in \(1 + 1\) dimensions
- TASEP fluctuations with soft-shock initial data
- Tracy-Widom distribution, Airy\(_2\) process and its sample path properties
- Kardar-Parisi-Zhang universality class for the critical dynamics of reaction-diffusion fronts
- Renormalization fixed point of the KPZ universality class
- One-point asymptotics for half-flat ASEP
- Evidence for geometry-dependent universal fluctuations of the Kardar-Parisi-Zhang interfaces in liquid-crystal turbulence
- Non-intersecting Brownian bridges and the Laguerre orthogonal ensemble
- Kardar-Parisi-Zhang universality in first-passage percolation: the role of geodesic degeneracy
- Tails of the endpoint distribution of directed polymers
- GOE fluctuations for the maximum of the top path in alternating sign matrices
- Supremum of the \(\mathrm{Airy}_{2}\) process minus a parabola on a half line
- Ergodicity of the Airy line ensemble
- Stochastic six-vertex model in a half-quadrant and half-line open asymmetric simple exclusion process
- Tail decay for the distribution of the endpoint of a directed polymer
- Restricted maximum of non-intersecting Brownian bridges
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