منابع مشابه
On Asymptotics for the Airy Process
The Airy process t → A(t), introduced by Prähofer and Spohn, is the limiting stationary process for a polynuclear growth model. Adler and van Moerbeke found a PDE in the variables s1, s2 and t for the probability Pr (A(0) ≤ s1, A(t) ≤ s2). 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 fo...
متن کاملZeros of Airy Function and Relaxation Process
One-dimensional system of Brownian motions called Dyson’s model is the particle system with long-range repulsive forces acting between any pair of particles, where the strength of force is β/2 times the inverse of particle distance. When β = 2, it is realized as the Brownian motions in one dimension conditioned never to collide with each other. For any initial configuration, it is proved that D...
متن کاملA PDE for the joint distributions of the Airy Process
In this paper, we answer a question posed by Kurt Johansson, to find a PDE for the joint distribution of the Airy Process. The latter is a continuous stationary process, describing the motion of the outermost particle of the Dyson Brownian motion, when the number of particles get large, with space and time appropriately rescaled. The question reduces to an asymptotic analysis on the equation, g...
متن کاملScale Invariance of the PNG Droplet and the Airy Process
We establish that the static height fluctuations of a particular growth model, the PNG droplet, converges upon proper rescaling to a limit process, which we call the Airy process A(y). The Airy process is stationary, it has continuous sample paths, its single “time” (fixed y) distribution is the Tracy-Widom distribution of the largest eigenvalue of a GUE random matrix, and the Airy process has ...
متن کاملAsymptotics for the Covariance of the Airy 2 Process
In this paper we compute some of the higher order terms in the asymptotic behavior of the two point function P(A2(0)≤ s1,A2(t)≤ s2), extending the previous work of Adler and van Moerbeke (arXiv:math.PR/0302329; Ann. Probab. 33, 1326–1361, 2005) and Widom (J. Stat. Phys. 115, 1129–1134, 2004). We prove that it is possible to represent any order asymptotic approximation as a polynomial and integr...
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ژورنال
عنوان ژورنال: Electronic Journal of Probability
سال: 2016
ISSN: 1083-6489
DOI: 10.1214/16-ejp2