2000 character limit reached
Ergodicity, CLT and asymptotic maximum of the Airy$_1$ process (2311.11217v3)
Published 19 Nov 2023 in math.PR
Abstract: We first show that the Airy$_1$ process is associated using the association property of the solution to the stochastic heat equation and convergence of the KPZ equation to the KPZ fixed point. Then we apply Newman's inequality to establish the ergodicity and central limit theorem for the Airy$_1$ process. Combined with the asymptotic behavior of the tail probability, we derive a Poisson limit theorem for the Airy$_1$ process and give a precise estimate on the asymptotic behavior of the maximum of the Airy$_1$ process over an interval. Analogous results for the Airy$_2$ process are also presented.
Collections
Sign up for free to add this paper to one or more collections.
Paper Prompts
Sign up for free to create and run prompts on this paper using GPT-5.