On the average of the Airy process and its time reversal

DOI10.1214/ECP.V18-2952zbMATH Open1305.60101arXiv1308.1070MaRDI QIDQ743064FDOQ743064

Authors: Jinho Baik, Zhipeng Liu 

Publication date: 22 September 2014

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Abstract: We show that the supremum of the average of the Airy process and its time reversal minus a parabola is distributed as the maximum of two independent GUE Tracy-Widom random variables. The proof is obtained by considering a directed last passage percolation model with a rotational symmetry in two different ways. We also review other known identities between the Airy process and the Tracy-Widom distributions.

Full work available at URL: https://arxiv.org/abs/1308.1070

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zbMATH Keywords

Tracy-Widom distributionAiry processpercolation model

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Interacting random processes; statistical mechanics type models; percolation theory (60K35)

Cited In (7)

• Tail of the two-time height distribution for KPZ growth in one dimension
• Supremum of the \(\mathrm{Airy}_{2}\) process minus a parabola on a half line
• Airy processes and variational problems
• Upper tail decay of KPZ models with Brownian initial conditions
• Universality of the GOE Tracy-Widom distribution for TASEP with arbitrary particle density
• One-point distribution of the geodesic in directed last passage percolation
• The half-space Airy stat process

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