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Supremum of the Airy2 process minus a parabola on a half line

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

Abstract

Let \aip(t)\aip(t) be the Airy2_2 process. We show that the random variable [\sup_{t\leq\alpha}\{aip(t)-t^2}+\min{0,\alpha}^2] has the same distribution as the one-point marginal of the Airy21_{2\to1} process at time α\alpha. These marginals form a family of distributions crossing over from the GUE Tracy-Widom distribution FGUE(x)F_{\rm GUE}(x) for the Gaussian Unitary Ensemble of random matrices, to a rescaled version of the GOE Tracy-Widom distribution FGOE(41/3x)F_{\rm GOE}(4^{1/3}x) for the Gaussian Orthogonal Ensemble. Furthermore, we show that for every α\alpha the distribution has the same right tail decay e(4/3)x3/2e^{-(4/3)x^{3/2}}.

Keywords

Cite

@article{arxiv.1111.2565,
  title  = {Supremum of the Airy2 process minus a parabola on a half line},
  author = {Jeremy Quastel and Daniel Remenik},
  journal= {arXiv preprint arXiv:1111.2565},
  year   = {2020}
}

Comments

To appear in Journal of Statistical Physics