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相关论文: Brownian Gibbs property for Airy line ensembles

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The Airy line ensemble is a positive-integer indexed system of random continuous curves whose finite dimensional distributions are given by the multi-line Airy process. It is a natural object in the KPZ universality class: for example, its…

概率论 · 数学 2021-01-07 Alan Hammond

We construct a one-parameter family of infinite line ensembles on $[0, \infty)$ that are natural half-space analogues of the Airy line ensemble. Away from the origin these ensembles are locally described by avoiding Brownian bridges, and…

概率论 · 数学 2026-01-09 Evgeni Dimitrov , Zongrui Yang

We study $n$ non-intersecting Brownian motions, corresponding to the eigenvalues of an $n\times n$ Hermitian Brownian motion. At the boundary of their limit shape we find that only three universal processes can arise: the Pearcey process…

概率论 · 数学 2022-12-08 Thorsten Neuschel , Martin Venker

In this paper we show that a Brownian Gibbsian line ensemble whose top curve approximates a parabola must be given by the parabolic Airy line ensemble. More specifically, we prove that if $\boldsymbol{\mathcal{L}} = (\mathcal{L}_1,…

概率论 · 数学 2025-10-13 Amol Aggarwal , Jiaoyang Huang

The Airy line ensemble is a central object in random matrix theory and last passage percolation defined by a determinantal formula. The goal of this paper is to provide a set of tools which allow for precise probabilistic analysis of the…

概率论 · 数学 2021-05-24 Duncan Dauvergne , Bálint Virág

Many models of one-dimensional local random growth are expected to lie in the Kardar-Parisi-Zhang (KPZ) universality class. For such a model, the interface profile at advanced time may be viewed in scaled coordinates specified via…

概率论 · 数学 2019-12-03 Jacob Calvert , Alan Hammond , Milind Hegde

We investigate a class of line ensembles whose local structure is described by independent geometric random walk bridges, which have been conditioned to interlace with each other. The latter arise naturally in the context Schur processes,…

概率论 · 数学 2025-09-16 Evgeni Dimitrov

In this paper we show that a Brownian Gibbsian line ensemble is completely characterized by the finite-dimensional marginals of its top curve, i.e. the finite-dimensional sets of the its top curve form a separating class. A particular…

概率论 · 数学 2020-03-26 Evgeni Dimitrov , Konstantin Matetski

The Airy wanderer line ensembles are infinite-parameter generalizations of the classical Airy line ensemble that arise naturally as scaling limits of inhomogeneous (spiked) models in the Kardar-Parisi-Zhang universality class. In this…

概率论 · 数学 2025-12-24 Evgeni Dimitrov

Gibbsian line ensembles are families of Brownian lines arising in many natural contexts such as the level curves of three dimensional Ising interfaces, the solid-on-solid model, multi-layered polynuclear growth etc. An important example is…

概率论 · 数学 2023-10-11 Mriganka Basu Roy Chowdhury , Pietro Caputo , Shirshendu Ganguly

We consider certain noncolliding interacting particle systems driven by Brownian noise. A key example is drifted Brownian motions conditioned not to intersect and related models of eigenvalues of Hermitian random matrices. We establish…

概率论 · 数学 2026-04-14 Mustazee Rahman

For general $\beta \geq 1$, we consider Dyson Brownian motion at equilibrium and prove convergence of the extremal particles to an ensemble of continuous sample paths in the limit $N \to \infty$. For each fixed time, this ensemble is…

概率论 · 数学 2020-09-24 Benjamin Landon

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…

概率论 · 数学 2026-03-04 Denis Denisov , Will FitzGerald , Vitali Wachtel

The Airy$_\beta$ line ensemble is a random collection of continuous curves, which should serve as a universal edge scaling limit in problems related to eigenvalues of random matrices and models of 2d statistical mechanics. This line…

概率论 · 数学 2024-11-19 Vadim Gorin , Jiaming Xu , Lingfu Zhang

We show that the squared maximal height of the top path among $N$ non-intersecting Brownian bridges starting and ending at the origin is distributed as the top eigenvalue of a random matrix drawn from the Laguerre Orthogonal Ensemble. This…

概率论 · 数学 2020-10-15 Gia Bao Nguyen , Daniel Remenik

We consider non-colliding Brownian bridges starting from two points and returning to the same position. These positions are chosen such that, in the limit of large number of bridges, the two families of bridges just touch each other forming…

概率论 · 数学 2012-10-29 Patrik L. Ferrari , Balint Veto

We study the distribution of the supremum of the Airy process with $m$ wanderers minus a parabola, or equivalently the limit of the rescaled maximal height of a system of $N$ non-intersecting Brownian bridges as $N\to\infty$, where the…

概率论 · 数学 2023-04-26 Karl Liechty , Gia Bao Nguyen , Daniel Remenik

In this paper, we establish the ergodicity of the Airy line ensemble. This shows that it is the only candidate for Conjecture 3.2 in [3], regarding the classification of ergodic line ensembles satisfying a certain Brownian Gibbs property…

概率论 · 数学 2014-08-04 Ivan Corwin , Xin Sun

We investigate the long-time behavior of the Airy wanderer line ensembles, an infinite-parameter family of Brownian Gibbsian line ensembles arising as edge-scaling limits of inhomogeneous models in the Kardar--Parisi--Zhang universality…

概率论 · 数学 2026-02-06 Alexander Clay , Evgeni Dimitrov , Rundong Ding , Alex Fu

We consider finite collections of $N$ non-intersecting Brownian paths on the line and on the half-line with both absorbing and reflecting boundary conditions (corresponding to Brownian excursions and reflected Brownian motions) and compute…

概率论 · 数学 2020-10-15 Gia Bao Nguyen , Daniel Remenik
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