Supremum of the Airy2 process minus a parabola on a half line
Probability
2020-10-15 v3 Mathematical Physics
math.MP
Abstract
Let be the Airy 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 Airy process at time . These marginals form a family of distributions crossing over from the GUE Tracy-Widom distribution for the Gaussian Unitary Ensemble of random matrices, to a rescaled version of the GOE Tracy-Widom distribution for the Gaussian Orthogonal Ensemble. Furthermore, we show that for every the distribution has the same right tail decay .
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