Airy process with wanderers, KPZ fluctuations, and a deformation of the GOE distribution

被引:3
作者
Liechty, Karl [1 ]
Nguyen, Gia Bao [2 ]
Remenik, Daniel [3 ,4 ]
机构
[1] DePaul Univ, Dept Math Sci, Chicago, IL 60614 USA
[2] KTH Royal Inst Technol, Dept Math, SE-10044 Stockholm, Sweden
[3] Univ Chile, Dept Ingn Matemat, Santiago, Chile
[4] Univ Chile, Ctr Modelamiento Matemat, IRL CNRS 2807, Santiago, Chile
来源
ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES | 2022年 / 58卷 / 04期
基金
瑞典研究理事会;
关键词
Non-intersecting Brownian motions; Airy processes; KPZ fixed point; Random matrices; Painlev? II; NONINTERSECTING BROWNIAN MOTIONS; POLYNUCLEAR GROWTH-MODEL; RANDOM-MATRIX ENSEMBLES; CHARACTERISTIC-POLYNOMIALS; LIMITING DISTRIBUTIONS; LARGEST EIGENVALUE; TIME ASYMPTOTICS; TASEP; TRANSITION; EQUATION;
D O I
10.1214/21-AIHP1229
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
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 -> oo, where the first N - m paths start and end at the origin and the remaining m go between arbitrary positions. The distribution provides a 2m-parameter deformation of the Tracy-Widom GOE distribution, which is recovered in the limit corresponding to all Brownian paths starting and ending at the origin.We provide several descriptions of this distribution function: (i) A Fredholm determinant formula; (ii) A formula in terms of Painleve II functions; (iii) A representation as a marginal of the KPZ fixed point with initial data given as the top path in a stationary system of reflected Brownian motions with drift; (iv) A characterization as the solution of a version of the Bloemendal-Virag PDE (Probab. Theory Related Fields 156 (2013) 795-825; Ann. Probab. 44 (2016) 2726-2769) for spiked Tracy-Widom distributions; (v) A representation as a solution of the KdV equation. We also discuss connections with a model of last passage percolation with boundary sources.
引用
收藏
页码:2250 / 2283
页数:34
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