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Local Gaussian fluctuations in the Airy and discrete PNG processes

Probability 2007-05-23 v2 Mathematical Physics math.MP

Abstract

We prove that the Airy process, A(t), locally fluctuates like a Brownian motion. In the same spirit we also show that in a certain scaling limit, the so called discrete polynuclear growth (PNG) process behaves like a Brownian motion.

Cite

@article{arxiv.math/0701880,
  title  = {Local Gaussian fluctuations in the Airy and discrete PNG processes},
  author = {Jonas Hägg},
  journal= {arXiv preprint arXiv:math/0701880},
  year   = {2007}
}

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34 pages