Local Gaussian Fluctuations in the Airy and Discrete PNG Processes

We prove that the Airy process, A(t), locally fluctuates like a Brownian motion. In the same spirit we also show that, in a certain scaling limit, the socalled discrete polynuclear growth process (PNG) behaves like a Brownian motion.

Bibliographische Detailangaben
Veröffentlicht in:The Annals of Probability. - Institute of Mathematical Statistics. - 36(2008), 3, Seite 1059-1092
1. Verfasser: Hägg, Jonas (VerfasserIn)
Format: Online-Aufsatz
Sprache:English
Veröffentlicht: 2008
Zugriff auf das übergeordnete Werk:The Annals of Probability
Schlagworte:Stochastic Processes Stationary processes Random matrix theory Physical sciences Mathematics