Local Gaussian fluctuations in the airy and discrete PNG processes

• 成果类型: Article
• 署名作者: Hagg, Jonas
• 署名单位: Royal Institute of Technology
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• DOI: 10.1214/07-AOP353
• 发表日期: 2008
• 页码: 1059-1092
• 关键词: DISTRIBUTIONS

摘要

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 so-called discrete polynuclear growth process (PNG) behaves like a Brownian motion.