Ordered random walks and the Airy line ensemble
成果类型:
Article; Early Access
署名作者:
Denisov, Denis; Fitzgerald, Will; Wachtel, Vitali
署名单位:
University of Manchester; University of Bielefeld
刊物名称:
PROBABILITY THEORY AND RELATED FIELDS
ISSN/ISSBN:
0178-8051; 1432-2064
DOI:
10.1007/s00440-026-01481-1
发表日期:
2026-03-18
关键词:
Ordered random walks
Airy line ensemble
Dyson Brownian motion
Doob h-transforms
KPZ universality class
LIMIT-THEOREMS
UNIVERSALITY
fluctuations
eigenvalues
Invariance
particles
摘要:
The Airy line ensemble is a random collection of continuous ordered paths that plays an important role within random matrix theory and the Kardar-Parisi-Zhang universality class. The aim of this paper is to prove a universality property of the Airy line ensemble. We study growing numbers of i.i.d. continuous-time random walks which are then conditioned to stay in the same order for all time using a Doob h-transform. We consider a general class of increment distributions; a sufficient condition is the existence of an exponential moment and a log-concave density. We prove that the top particles in this system converge in an edge scaling limit to the Airy line ensemble in a regime where the number of random walks is required to grow slower than a certain power (with a non-optimal exponent 3/50) of the expected number of random walk steps. Furthermore, in a similar regime we prove that the law of large numbers and fluctuations of linear statistics agree with non-intersecting Brownian motions.
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