Communications in Mathematical Physics

, Volume 317, Issue 2, pp 347–362

Continuum Statistics of the Airy2 Process

Authors

  • Ivan Corwin
    • Courant Institute
    • Department of MathematicsUniversity of Toronto
  • Daniel Remenik
    • Department of MathematicsUniversity of Toronto
    • Departamento de Ingeniería MatemáticaUniversidad de Chile
Article

DOI: 10.1007/s00220-012-1582-0

Cite this article as:
Corwin, I., Quastel, J. & Remenik, D. Commun. Math. Phys. (2013) 317: 347. doi:10.1007/s00220-012-1582-0

Abstract

We develop an exact determinantal formula for the probability that the Airy_2 process is bounded by a function g on a finite interval. As an application, we provide a direct proof that \({\sup(\mathcal{A}_{2}(x)-x^2)}\) is distributed as a GOE random variable. Both the continuum formula and the GOE result have applications in the study of the end point of an unconstrained directed polymer in a disordered environment. We explain Johansson’s (Commun. Math. Phys. 242(1–2):277–329, 2003) observation that the GOE result follows from this polymer interpretation and exact results within that field. In a companion paper (Moreno Flores et al. in Commun. Math. Phys. 2012) these continuum statistics are used to compute the distribution of the endpoint of directed polymers.

Copyright information

© Springer-Verlag Berlin Heidelberg 2012