相关论文: The Pearcey Process

As well as arising naturally in the study of non-intersecting random paths, random spanning trees, and eigenvalues of random matrices, determinantal point processes (sometimes also called fermionic point processes) are relatively easy to…

The Airy$_\beta$ point process, originally introduced by Ram\'irez, Rider, and Vir\'ag, is defined as the spectrum of the stochastic Airy operator $\mathcal{H}_\beta$ acting on a subspace of $L^2[0,\infty)$ with Dirichlet boundary…

In this article, using kernel convolution of order based dependent Dirichlet process (Griffin and Steel (2006)) we construct a nonstationary, nonseparable, nonparametric space-time process, which, as we show, satisfies desirable properties,…

We consider the polynuclear growth (PNG) model in 1+1 dimension with flat initial condition and no extra constraints. The joint distributions of surface height at finitely many points at a fixed time moment are given as marginals of a…

We study a 2-parametric family of probability measures on the space of countable point configurations on the punctured real line (the points of the random configuration are concentrated near zero). These measures (or, equivalently, point…

We consider Brownian motions with one-sided collisions, meaning that each particle is reflected at its right neighbour. For a finite number of particles a Sch\"{u}tz-type formula is derived for the transition probability. We investigate an…

We can find in the literature several convergent and/or asymptotic expansions of the Pearcey integral $P(x,y)$ in different regions of the complex variables $x$ and $y$, but they do not cover the whole complex $x$ and $y$ planes. The…

We review the Airy processes; their formulation and how they are conjectured to govern the large time, large distance spatial fluctuations of one dimensional random growth models. We also describe formulas which express the probabilities…

We continue the study of the correlation functions for the point stochastic processes introduced in Part I (G.Olshanski, math.RT/9804086). We find an integral representation of all the correlation functions and their explicit expression in…

Theoretical prediction of oscillations of cumulant moments of parton multiplicity distributions inside a jet supported by experimental data in some multiple production processes asks for analysis of the phenomenon for the whole set of…

We examine a discrete-time Markovian particle system on the quarter-plane introduced by M. Defosseux. The vertical boundary acts as a reflecting wall. The particle system lies in the Anisotropic Kardar-Parisi-Zhang with a wall universality…

In this short paper we derive a formula for the spatial persistence probability of the Airy_1 and the Airy_2 processes. We then determine numerically a persistence coefficient for the Airy_1 process and its dependence on the threshold.

The eigenvalue probability density function (PDF) for the Gaussian unitary ensemble has a well known analogy with the Boltzmann factor for a classical log-gas with pair potential $- \log | x - y|$, confined by a one-body harmonic potential.…

Using the fact that the Airy process describes the limiting fluctuations of the Hammersley last-passage percolation model, we prove that it behaves locally like a Brownian motion. Our method is quite straightforward, and it is based on a…

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…

In the totally asymmetric simple exclusion process (TASEP) two processes arise in the large time limit: the Airy_1 and Airy_2 processes. The Airy_2 process is an universal limit process occurring also in other models: in a stochastic growth…

The maximal point of the Airy2 process minus a parabola is believed to describe the scaling limit of the end-point of the directed polymer in a random medium, which was proved to be true for a few specific cases. Recently two different…

We describe a method to evaluate integrals that arise in the asymptotic analysis when two saddle points may be close together. These integrals, which appear in problems from optics, acoustics or quantum mechanics as well as in a wide class…

We consider the one-dimensional partially asymmetric exclusion model with open boundaries. The model describes a system of hard-core particles that hop stochastically in both directions with different rates. At both boundaries particles are…

In a generalized Airy matrix model, a power $p$ replaces the cubic term of the Airy model introduced by Kontsevich. The parameter $p$ corresponds to Witten's spin index in the theory of intersection numbers of moduli space of curves. A…