Ordered random walks and the Airy line ensemble
Denis Denisov et al.
Abstract
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.
Evidence weight
Balanced mode · F 0.40 / M 0.15 / V 0.05 / R 0.40
| F · citation impact | 0.50 × 0.4 = 0.20 |
| M · momentum | 0.50 × 0.15 = 0.07 |
| V · venue signal | 0.50 × 0.05 = 0.03 |
| R · text relevance † | 0.50 × 0.4 = 0.20 |
† Text relevance is estimated at 0.50 on the detail page — for your query’s actual relevance score, open this paper from a search result.