English

Limit theorems for extrema of Airy processes

Probability 2024-06-19 v2

Abstract

We establish limit theorems for the maxima and minima of Airy1_1 and Airy2_2 processes (denoted by A1()\mathcal{A}_1(\cdot) and A2()\mathcal{A}_2(\cdot) respectively) over growing intervals. In particular, we identify the finite non-zero constants that are the almost sure limits of (logt)2/3max0stAi(s)(\log t)^{-2/3}\max_{0\le s \le t} \mathcal{A}_{i}(s) and (logt)1/3min0stAi(s)(\log t)^{-1/3}\min_{0\le s \le t} \mathcal{A}_{i}(s) for i=1,2i=1,2. This complements and extends the results of (Pu, 2023), where the question for the maxima was considered and the order of growth was identified for both A1\mathcal{A}_1 and A2\mathcal{A}_2 and the constant was identified for A1\mathcal{A}_1. Our approach is different from that of (Pu, 2023); instead of complicated formulae for multi-point distributions, we rely on the well-known convergence of passage time profiles in planar exponential last passage percolation started from different initial conditions to A1\mathcal{A}_1 and A2\mathcal{A}_2, together with the recently developed sharp one-point estimates in (Baslingker et al., 2024) for the point-to-point and point-to-line passage times in exponential LPP and a combination of old and new results on the geometry of the LPP landscape.

Keywords

Cite

@article{arxiv.2406.11826,
  title  = {Limit theorems for extrema of Airy processes},
  author = {Riddhipratim Basu and Sudeshna Bhattacharjee},
  journal= {arXiv preprint arXiv:2406.11826},
  year   = {2024}
}

Comments

24 pages, 5 figures; Modified to fix some errors in the HTML version