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

IF 1.5 Q2 PHYSICS, MATHEMATICAL Annales de l Institut Henri Poincare D Pub Date : 2020-09-16 DOI:10.1214/21-AIHP1229
Karl Liechty, G. Nguyen, Daniel Remenik
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引用次数: 5

Abstract

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 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 (arXiv:1011.1877, arXiv:1109.3704) 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.
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带有飘散物的Airy过程、KPZ波动和Tracy-Widom GOE分布的变形
我们研究了具有$m$漫游者减去抛物线的Airy过程的最优分布,或者等价于$N$不相交布朗桥系统的重标最大高度的极限为$N\to\infty$,其中第一个$N-m$路径在原点开始和结束,其余的$m$路径在任意位置之间。该分布提供了Tracy—Widom GOE分布的$2m$参数变形,该变形在原点开始和结束的所有布朗路径对应的极限中恢复。我们给出了这个分布函数的几种描述:(i) Fredholm行列式公式;painlevel ii函数的公式;(iii)在带漂移的反射布朗运动的静止系统中,以初始数据作为顶路径的KPZ固定点的边缘表示;(iv)对加尖Tracy- Widom分布的Bloemendal- Virag PDE (arXiv:1011.1877, arXiv:1109.3704)的解进行表征;(v)表示为KdV方程的解。我们还讨论了与具有边界源的最后通道渗流模型的联系。
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来源期刊
CiteScore
2.30
自引率
0.00%
发文量
16
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