Local Gaussian fluctuations in the Airy and discrete PNG processes

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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 (PNG) process behaves like a Brownian motion.
34 pages

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Probability, Mathematical Physics, 60G10; 60G70

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http://salesiana.dossiersoluciones.com/handle/123456789/126823

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0701880
 http://arxiv.org/abs/math/0701880

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arXiv