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.
Veröffentlicht in: | The Annals of Probability. - Institute of Mathematical Statistics. - 36(2008), 3, Seite 1059-1092 |
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1. Verfasser: | |
Format: | Online-Aufsatz |
Sprache: | English |
Veröffentlicht: |
2008
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Zugriff auf das übergeordnete Werk: | The Annals of Probability |
Schlagworte: | Stochastic Processes Stationary processes Random matrix theory Physical sciences Mathematics |
Zusammenfassung: | 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. |
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ISSN: | 00911798 |