Local behavior and hitting probabilities of the Airy1 process
Abstract
We obtain a formula for the -dimensional distributions of the Airy process in terms of a Fredholm determinant on , as opposed to the standard formula which involves extended kernels, on . The formula is analogous to an earlier formula of [PS02] for the Airy process. Using this formula we are able to prove that the Airy process is H\"older continuous with exponent 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 Airy process. As a consequence of these two results, we derive a formula for the continuum statistics of the Airy process, analogous to that obtained in [CQR11] for the Airy 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"