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In this work, we obtain the central limit theorem for fluctuations of Young diagrams around their limit shape in the bulk of the "spectrum" of partitions of a large integer n (under the Plancherel measure). More specifically, we show that,…

Probability · Mathematics 2007-05-23 L. V. Bogachev , Z. G. Su

We develop an exact determinantal formula for the probability that the Airy$_2$ process is bounded by a function $g$ on a finite interval. As an application, we provide a direct proof that $\sup(\aip(x)-x^2)$ is distributed as a GOE random…

Probability · Mathematics 2020-10-15 Ivan Corwin , Jeremy Quastel , Daniel Remenik

We study last passage percolation in a half-quadrant, which we analyze within the framework of Pfaffian Schur processes. For the model with exponential weights, we prove that the fluctuations of the last passage time to a point on the…

Probability · Mathematics 2024-12-13 Jinho Baik , Guillaume Barraquand , Ivan Corwin , Toufic Suidan

We consider a discrete-time model for random interface growth which admits exact formulas and converges to the Polynuclear growth model in a particular limit. The height of the interface is initially flat and the evolution involves the…

Probability · Mathematics 2023-08-28 Will FitzGerald

This is a brief survey of laws of large numbers, fluctuation results and large deviation principles for asymmetric interacting particle systems that represent moving interfaces on the plane. We discuss the exclusion process, the Hammersley…

Probability · Mathematics 2009-11-24 Timo Seppalainen

We show that the ratio of a discrete Toeplitz/Hankel determinant and its continuous counterpart equals a Freholm determinant involving continuous orthogonal polynomials. This identity is used to evaluate a triple asymptotic of some discrete…

Probability · Mathematics 2013-05-20 Jinho Baik , Zhipeng Liu

We investigate extended processes given by last-passage times in directed models defined using exponential variables with decaying mean. In certain cases we find the universal Airy process, but other cases lead to non-universal and trivial…

Probability · Mathematics 2007-05-23 Kurt Johansson

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…

Probability · Mathematics 2007-05-23 Mark Adler , Pierre van Moerbeke

We prove that the distribution function of the largest eigenvalue in the Gaussian Unitary Ensemble (GUE) in the edge scaling limit is expressible in terms of Painlev\'e II. Our goal is to concentrate on this important example of the…

solv-int · Physics 2007-05-23 Craig A. Tracy , Harold Widom

We consider a particle system in continuous time, discrete population, with spatial motion and nonlocal branching. The offspring's weights and their number may depend on the mother's weight. Our setting captures, for instance, the processes…

Probability · Mathematics 2012-10-12 Bertrand Cloez

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…

Probability · Mathematics 2024-10-23 Chenyang Zhong

The conjectured limit of last passage percolation is a scale-invariant, independent, stationary increment process with respect to metric composition. We prove this for Brownian last passage percolation. We construct the Airy sheet and…

Probability · Mathematics 2024-04-24 Duncan Dauvergne , Janosch Ortmann , Balint Virag

For the eigenvalues of principal submatrices of stochastically evolving Wigner matrices, we construct and study the edge scaling limit: a random decreasing sequence of continuous functions of two variables, which at every point has the…

Mathematical Physics · Physics 2016-11-10 Sasha Sodin

We consider a variant of the continuous and discrete Ulam-Hammersley problems: we study the maximal length of an increasing path through a Poisson point process (or a Bernoulli point process) with the restriction that there must be minimal…

Probability · Mathematics 2019-03-13 Anne-Laure Basdevant , Lucas Gerin

We consider the multi-point equal time height fluctuations of a one-dimensional polynuclear growth model in a half space. For special values of the nucleation rate at the origin, the multi-layer version of the model is reduced to a…

Statistical Mechanics · Physics 2007-05-23 T. Sasamoto , T. Imamura

Random growth models are fundamental objects in modern probability theory, have given rise to new mathematics, and have numerous applications, including tumor growth and fluid flow in porous media. In this article, we introduce some of the…

Probability · Mathematics 2018-04-17 Michael Damron

The purpose of this article is to develop a theory behind the occurrence of "path-integral" kernels in the study of extended determinantal point processes and non-intersecting line ensembles. Our first result shows how determinants…

Probability · Mathematics 2020-10-15 Alexei Borodin , Ivan Corwin , Daniel Remenik

For a natural extension of the circular unitary ensemble of order n, we study as n tends to infinity, the asymptotic behavior of the sequence of orthogonal polynomials with respect to the spectral measure. The last term of this sequence is…

Probability · Mathematics 2013-02-27 Joseph Najnudel , Ashkan Nikeghbali , Alain Rouault

This paper studies a number of matrix models of size n and the associated Markov chains for the eigenvalues of the models for consecutive n's. They are consecutive principal minors for two of the models, GUE with external source and the…

Probability · Mathematics 2013-06-25 Mark Adler , Pierre van Moerbeke , Dong Wang

The model of Brownian Percolation has been introduced as an approximation of discrete last-passage percolation models close to the axis. It allowed to compute some explicit limits and prove fluctuation theorems for these, based on the…

Probability · Mathematics 2010-09-29 Gregorio R. Moreno Flores