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Continuum statistics of the Airy2 process

Probability 2020-10-15 v4 Mathematical Physics math.MP

Abstract

We develop an exact determinantal formula for the probability that the Airy2_2 process is bounded by a function gg on a finite interval. As an application, we provide a direct proof that sup(\aip(x)x2)\sup(\aip(x)-x^2) 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.

Keywords

Cite

@article{arxiv.1106.2717,
  title  = {Continuum statistics of the Airy2 process},
  author = {Ivan Corwin and Jeremy Quastel and Daniel Remenik},
  journal= {arXiv preprint arXiv:1106.2717},
  year   = {2020}
}

Comments

More details added, some minor mistakes corrected

R2 v1 2026-06-21T18:22:15.874Z