Local Gaussian fluctuations in the Airy and discrete PNG processes

Details Local Gaussian fluctuations in the Airy and discrete PNG processes Local Gaussian fluctuations in the Airy and discrete PNG processes

2007-01-30

arxiv.org/abs/math/0701880v2

Mathematics

Probability

34 pages

Scientific paper

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.

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