Local Gaussian fluctuations in the Airy and discrete PNG processes
Hägg, Jonas
Ann. Probab., Tome 36 (2008) no. 1, p. 1059-1092 / Harvested from Project Euclid
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We prove that the Airy process, $\mathcal{A}(t)$ , 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.
Publié le : 2008-05-15
Classification:  Stochastic processes,  stationary processes,  random matrix theory,  60G10,  60G15,  15A52 
@article{1207749090,
     author = {H\"agg, Jonas},
     title = {Local Gaussian fluctuations in the Airy and discrete PNG processes},
     journal = {Ann. Probab.},
     volume = {36},
     number = {1},
     year = {2008},
     pages = { 1059-1092},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1207749090}
}

Hägg, Jonas. Local Gaussian fluctuations in the Airy and discrete PNG processes. Ann. Probab., Tome 36 (2008) no. 1, pp.  1059-1092. http://gdmltest.u-ga.fr/item/1207749090/