Ordered random walks and the Airy line ensemble
Abstract
The Airy line ensemble is a random collection of continuous ordered paths that plays an important role within random matrix theory and the Kardar-Parisi-Zhang universality class. The aim of this paper is to prove a universality property of the Airy line ensemble. We study growing numbers of i.i.d. continuous-time random walks which are then conditioned to stay in the same order for all time using a Doob h-transform. We consider a general class of increment distributions; a sufficient condition is the existence of an exponential moment and a log-concave density. We prove that the top particles in this system converge in an edge scaling limit to the Airy line ensemble in a regime where the number of random walks is required to grow slower than a certain power (with a non-optimal exponent 3/50) of the expected number of random walk steps. Furthermore, in a similar regime we prove that the law of large numbers and fluctuations of linear statistics agree with non-intersecting Brownian motions.
Cite
@article{arxiv.2411.17827,
title = {Ordered random walks and the Airy line ensemble},
author = {Denis Denisov and Will FitzGerald and Vitali Wachtel},
journal= {arXiv preprint arXiv:2411.17827},
year = {2026}
}
Comments
38 pages