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On the average of the Airy process and its time reversal


 
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1. Title Title of document On the average of the Airy process and its time reversal
 
2. Creator Author's name, affiliation, country Jinho Baik; University of Michigan
 
2. Creator Author's name, affiliation, country Zhipeng Liu; University of Michigan
 
3. Subject Discipline(s)
 
3. Subject Keyword(s)
 
4. Description Abstract We show that the supremum of the average of the Airy process and its time reversal minus a parabola is distributed as the maximum of two independent GUE Tracy-Widom random variables. The proof is obtained by considering a directed last passage percolation model with a rotational symmetry in two different ways. We also review other known identities between the Airy process and the Tracy-Widom distributions.
 
5. Publisher Organizing agency, location
 
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7. Date (YYYY-MM-DD) 2013-11-24
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ecp.ejpecp.org/article/view/2952
 
10. Identifier Digital Object Identifier 10.1214/ECP.v18-2952
 
11. Source Journal/conference title; vol., no. (year) Electronic Communications in Probability; Vol 18
 
12. Language English=en en
 
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