{"title":"带有飘散物的Airy过程、KPZ波动和Tracy-Widom GOE分布的变形","authors":"Karl Liechty, G. Nguyen, Daniel Remenik","doi":"10.1214/21-AIHP1229","DOIUrl":null,"url":null,"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. \nWe 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.","PeriodicalId":42884,"journal":{"name":"Annales de l Institut Henri Poincare D","volume":null,"pages":null},"PeriodicalIF":1.5000,"publicationDate":"2020-09-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"5","resultStr":"{\"title\":\"Airy process with wanderers, KPZ fluctuations, and a deformation of the Tracy–Widom GOE distribution\",\"authors\":\"Karl Liechty, G. Nguyen, Daniel Remenik\",\"doi\":\"10.1214/21-AIHP1229\",\"DOIUrl\":null,\"url\":null,\"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. \\nWe 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.\",\"PeriodicalId\":42884,\"journal\":{\"name\":\"Annales de l Institut Henri Poincare D\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":1.5000,\"publicationDate\":\"2020-09-16\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"5\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Annales de l Institut Henri Poincare D\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1214/21-AIHP1229\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q2\",\"JCRName\":\"PHYSICS, MATHEMATICAL\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Annales de l Institut Henri Poincare D","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1214/21-AIHP1229","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"PHYSICS, MATHEMATICAL","Score":null,"Total":0}
Airy process with wanderers, KPZ fluctuations, and a deformation of the Tracy–Widom GOE distribution
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.