On the average of the Airy process and its time reversal
Probability
2013-11-21 v2
Abstract
We show that the supremum of the average of the Airy process and its time reversal minus a parabola is distributed as the maximum of two independent GUE Tracy-Widom random variables. The proof is obtained by considering a directed last passage percolation model with a rotational symmetry in two different ways. We also review other known identities between the Airy process and the Tracy-Widom distributions.
Keywords
Cite
@article{arxiv.1308.1070,
title = {On the average of the Airy process and its time reversal},
author = {Jinho Baik and Zhipeng Liu},
journal= {arXiv preprint arXiv:1308.1070},
year = {2013}
}
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12 pages