Communications in Mathematical Physics

, Volume 317, Issue 2, pp 347–362 | Cite as

Continuum Statistics of the Airy2 Process

Article

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.

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Copyright information

© Springer-Verlag Berlin Heidelberg 2012

Authors and Affiliations

  1. 1.Courant InstituteNew YorkUSA
  2. 2.Department of MathematicsUniversity of TorontoTorontoCanada
  3. 3.Departamento de Ingeniería MatemáticaUniversidad de ChileSantiagoChile

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