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 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.
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