English

Local behavior and hitting probabilities of the Airy1 process

Probability 2020-10-15 v3 Mathematical Physics math.MP

Abstract

We obtain a formula for the nn-dimensional distributions of the Airy1_1 process in terms of a Fredholm determinant on L2(\rr)L^2(\rr), as opposed to the standard formula which involves extended kernels, on L2({1,...,n}×\rr)L^2(\{1,...,n\}\times\rr). The formula is analogous to an earlier formula of [PS02] for the Airy2_2 process. Using this formula we are able to prove that the Airy1_1 process is H\"older continuous with exponent 12\frac12- and that it fluctuates locally like a Brownian motion. We also explain how the same methods can be used to obtain the analogous results for the Airy2_2 process. As a consequence of these two results, we derive a formula for the continuum statistics of the Airy1_1 process, analogous to that obtained in [CQR11] for the Airy2_2 process.

Keywords

Cite

@article{arxiv.1201.4709,
  title  = {Local behavior and hitting probabilities of the Airy1 process},
  author = {Jeremy Quastel and Daniel Remenik},
  journal= {arXiv preprint arXiv:1201.4709},
  year   = {2020}
}

Comments

Expanded introduction, added Theorem 3, changed title from "Regularity and continuum statistics of the Airy1 process"