Continuum statistics of the Airy₂ process
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Publication:1936635
Brownian motion (60J65) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Dynamics of random walks, random surfaces, lattice animals, etc. in time-dependent statistical mechanics (82C41) Time-dependent percolation in statistical mechanics (82C43) Statistical mechanics of polymers (82D60)
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
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- scientific article; zbMATH DE number 1817636 (Why is no real title available?)
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- scientific article; zbMATH DE number 3273551 (Why is no real title available?)
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- Walks, walls, wetting, and melting
Cited in
(38)- Stochastic six-vertex model in a half-quadrant and half-line open asymmetric simple exclusion process
- Non-intersecting Brownian bridges and the Laguerre orthogonal ensemble
- Endpoint distribution of directed polymers in \(1 + 1\) dimensions
- Supremum of the \(\mathrm{Airy}_{2}\) process minus a parabola on a half line
- Transversal fluctuations of the ASEP, stochastic six vertex model, and Hall-Littlewood Gibbsian line ensembles
- Tracy-Widom distribution, Airy\(_2\) process and its sample path properties
- Upper tail decay of KPZ models with Brownian initial conditions
- Airy process with wanderers, KPZ fluctuations, and a deformation of the Tracy-Widom GOE distribution
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- An appetizer to modern developments on the Kardar-Parisi-Zhang universality class
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- On the spatial persistence for Airy processes
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- Transition between Airy1and Airy2processes and TASEP fluctuations
- Local behavior and hitting probabilities of the \(\text{Airy}_1\) process
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- Tagged particle fluctuations for TASEP with dynamics restricted by a moving wall
- An upper tail field of the KPZ fixed point
- Invariant measures and shocks in the KPZ fixed point
- Renormalization fixed point of the KPZ universality class
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