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May 2008 Local Gaussian fluctuations in the Airy and discrete PNG processes
Jonas Hägg
Ann. Probab. 36(3): 1059-1092 (May 2008). DOI: 10.1214/07-AOP353

Abstract

We prove that the Airy process, $\mathscr{A}(t)$, locally fluctuates like a Brownian motion. In the same spirit we also show that, in a certain scaling limit, the so-called discrete polynuclear growth process (PNG) behaves like a Brownian motion.

Citation

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Jonas Hägg. "Local Gaussian fluctuations in the Airy and discrete PNG processes." Ann. Probab. 36 (3) 1059 - 1092, May 2008. https://doi.org/10.1214/07-AOP353

Information

Published: May 2008
First available in Project Euclid: 9 April 2008

zbMATH: 1142.60025
MathSciNet: MR2408583
Digital Object Identifier: 10.1214/07-AOP353

Subjects:
Primary: 15A52, 60G10, 60G15

Rights: Copyright © 2008 Institute of Mathematical Statistics

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Vol.36 • No. 3 • May 2008
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