Evolution of the Stochastic Airy eigenvalues under a changing boundary
Probability
2020-02-28 v1
Abstract
The Airy point process, originally introduced by Ram\'irez, Rider, and Vir\'ag, is defined as the spectrum of the stochastic Airy operator acting on a subspace of with Dirichlet boundary condition. In this paper we study the coupled family of point processes defined as the eigenvalues of acting on a subspace of . These point processes are coupled through the Brownian term of . We show that these point processes as a function of are differentiable with explicitly computable derivative. Moreover when recentered by the resulting point process is stationary. This process can also be viewed as an analogue to the 'GUE minor process' in the tridiagonal setting.
Keywords
Cite
@article{arxiv.2002.12191,
title = {Evolution of the Stochastic Airy eigenvalues under a changing boundary},
author = {Angelica Gonzalez and Diane Holcomb},
journal= {arXiv preprint arXiv:2002.12191},
year = {2020}
}
Comments
17 pages, 3 figures