On asymptotics for the Airy process

DOI10.1023/B:JOSS.0000022384.58696.61zbMATH Open1073.82033arXivmath/0308157MaRDI QIDQ596648FDOQ596648

Harold Widom

Publication date: 10 August 2004

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

Abstract: The Airy process A(t), introduced by Pr"ahofer and Spohn, is the limiting stationary process for a polynuclear growth model. Adler and van Moerbeke found a PDE in the variables s_1, s_2, and t for the probability that A(0)<s_1 and A(t)<s_2. Using this they were able, assuming the truth of a certain conjecture and appropriate uniformity, to obtain the first few terms of an asymptotic expansion for this probability as t->infinity, with fixed s_1 and s_2. We shall show that the expansion can be obtained by using the Fredholm determinant representation for the probability. The main ingredients are formulas obtained by the author and C. A. Tracy in the derivation of the Painlev'e II representation for the distribution function F_2 plus a few others obtained in the same way.

Full work available at URL: https://arxiv.org/abs/math/0308157

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zbMATH Keywords

asymptoticsAiry process[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=Painlev%EF%BF%BD%EF%BF%BD&go=Go Painlev��]

Mathematics Subject Classification ID

Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Painlevé-type functions (33E17)

Cited In (25)

• Dyson's nonintersecting Brownian motions with a few outliers
• Asymptotics for the covariance of the Airy\(_{2}\) process
• PDE's for the Dyson, Airy and Sine processes.
• The \(\text{Airy}_{1}\) process is not the limit of the largest eigenvalue in GOE matrix diffusion
• Polynuclear growth on a flat substrate and edge scaling of GOE eigenvalues
• Asymptotic independence of the extreme eigenvalues of Gaussian unitary ensemble
• Scale invariance of the PNG droplet and the Airy process
• On the numerical evaluation of Fredholm determinants
• Analytic variations on the Airy distribution
• Local Gaussian fluctuations in the Airy and discrete PNG processes
• A system of differential equations for the Airy process
• Tracy-Widom distribution, Airy\(_2\) process and its sample path properties
• The one-dimensional KPZ equation and its universality class
• A PDE for the multi-time joint probability of the Airy process
• Transition to Shocks in TASEP and Decoupling of Last Passage Times
• Asymptotic expansions relating to the distribution of the length of longest increasing subsequences
• Non-linear PDEs for gap probabilities in random matrices and KP theory
• Brownian Gibbs property for Airy line ensembles
• Tails of the endpoint distribution of directed polymers
• PDEs for the joint distributions of the Dyson, Airy and Sine processes
• Airy Processes and Variational Problems
• Riemann-Hilbert approach to multi-time processes: the Airy and the Pearcey cases
• Airy point process via supersymmetric lifts
• On the exponent governing the correlation decay of the \(\text{Airy}_1\) process
• Constrained Brownian motion: fluctuations away from circular and parabolic barriers

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