Related papers: Ergodicity, CLT and asymptotic maximum of the Airy…

We obtain several exact results for universal distributions involving the maximum of the Airy$_2$ process minus a parabola and plus a Brownian motion, with applications to the 1D Kardar-Parisi-Zhang (KPZ) stochastic growth universality…

In this paper, we establish the first large deviation bounds for the Airy point process. The proof is based on a novel approach which relies upon the approximation of the Airy point process using the Gaussian unitary ensemble (GUE) up to an…

We establish limit theorems for the maxima and minima of Airy$_1$ and Airy$_2$ processes (denoted by $\mathcal{A}_1(\cdot)$ and $\mathcal{A}_2(\cdot)$ respectively) over growing intervals. In particular, we identify the finite non-zero…

In this paper, we answer a question posed by Kurt Johansson, to find a PDE for the joint distribution of the Airy Process. The latter is a continuous stationary process, describing the motion of the outermost particle of the Dyson Brownian…

We study the decay of the covariance of the Airy$_1$ process, $\mathcal{A}_1$, a stationary stochastic process on $\mathbb{R}$ that arises as a universal scaling limit in the Kardar-Parisi-Zhang (KPZ) universality class. We show that the…

We consider the gap probability for the Pearcey and Airy processes; we set up a Riemann--Hilbert approach (different from the standard one) whereby the asymptotic analysis for large gap/large time of the Pearcey process is shown to…

The Airy process A(t), introduced by Pr\"ahofer and Spohn, is the limiting stationary process for a polynuclear growth model. Adler and van Moerbeke found a PDE in the variables s_1, s_2, and t for the probability that A(0)<s_1 and…

The paper deals with a random connection model, a random graph whose vertices are given by a homogeneous Poisson point process on $\mathbb{R}^d$, and edges are independently drawn with probability depending on the locations of the two end…

We study the local asymptotics at the edge for particle systems arising from: (i) eigenvalues of sums of unitarily invariant random Hermitian matrices and (ii) signatures corresponding to decompositions of tensor products of representations…

In 2002, Johansson conjectured that the maximum of the Airy$_2$ process minus the parabola $x^2$ is almost surely achieved at a unique location. This result was proved a decade later by Corwin and Hammond; Moreno Flores, Quastel and…

The Pearcey process is a universal point process in random matrix theory and depends on a parameter $\rho \in \mathbb{R}$. Let $N(x)$ be the random variable that counts the number of points in this process that fall in the interval…

We consider the probability that no points lie on $g$ large intervals in the bulk of the Airy point process. We make a conjecture for all the terms in the asymptotics up to and including the oscillations of order $1$, and we prove this…

In this paper we study the Poisson process over a $\sigma$-finite measure-space equipped with a measure preserving transformation or a group of measure preserving transformations. For a measure-preserving transformation $T$ acting on a…

In this paper, we study a class of self-exciting point processes. The intensity of the point process has a nonlinear dependence on the past history and time. When a new jump occurs, the intensity increases and we expect more jumps to come.…

In a celebrated paper, Dyson shows that the spectrum of an n\times n random Hermitian matrix, diffusing according to an Ornstein-Uhlenbeck process, evolves as n noncolliding Brownian motions held together by a drift term. The universal edge…

It was shown in [J. A. Ram\'irez, B. Rider and B. Vir\'ag. J. Amer. Math. Soc. 24, 919-944 (2011)] that the edge of the spectrum of $\beta$ ensembles converges in the large $N$ limit to the bottom of the spectrum of the stochastic Airy…

We consider the Airy$_1$ process, which is the limit process in KPZ growth models with flat and non-random initial conditions. We study the persistence probability, namely the probability that the process stays below a given threshold $c$…

We establish an exact mapping between (i) the equilibrium (imaginary time) dynamics of non-interacting fermions trapped in a harmonic potential at temperature $T=1/\beta$ and (ii) non-intersecting Ornstein-Uhlenbeck (OU) particles…

We study the tail asymptotics of two functionals (the maximum and the sum of the marks) of a generic cluster in two sub-models of the marked Poisson cluster process, namely the renewal Poisson cluster process and the Hawkes process. Under…

We establish that the static height fluctuations of a particular growth model, the PNG droplet, converges upon proper rescaling to a limit process, which we call the Airy process A(y). The Airy process is stationary, it has continuous…