On the multipoint distribution formulas of the parabolic Airy process

Fuente: arXiv
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Main Authors: Liu, Zhipeng, Ortiz, Aaron
Format: Preprint
Published: 2025
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author Liu, Zhipeng
Ortiz, Aaron
author_facet Liu, Zhipeng
Ortiz, Aaron
contents The parabolic Airy process is the Airy$_2$ process minus a parabola, initially defined by its finite-dimensional distributions, which are given by a Fredholm determinant formula with the extended Airy kernel. This process is also the one-time spatial marginal of the KPZ fixed point with the narrow wedge initial condition. There are two formulas for the space-time multipoint distribution of the KPZ fixed point with the narrow wedge initial condition obtained by arXiv:1906.01053 and arXiv:1907.09876. Especially, the equal-time case of arXiv:1907.09876 gives a different formula of the multipoint distribution of the parabolic Airy process. In this paper, we present a direct proof that this formula matches the one with the extended Airy kernel. Some byproducts in the proof include several new formulas for the parabolic Airy process, and a generalization of the Andreief's identity.
format Preprint
id arxiv_https___arxiv_org_abs_2507_20487
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle On the multipoint distribution formulas of the parabolic Airy process
Liu, Zhipeng
Ortiz, Aaron
Probability
The parabolic Airy process is the Airy$_2$ process minus a parabola, initially defined by its finite-dimensional distributions, which are given by a Fredholm determinant formula with the extended Airy kernel. This process is also the one-time spatial marginal of the KPZ fixed point with the narrow wedge initial condition. There are two formulas for the space-time multipoint distribution of the KPZ fixed point with the narrow wedge initial condition obtained by arXiv:1906.01053 and arXiv:1907.09876. Especially, the equal-time case of arXiv:1907.09876 gives a different formula of the multipoint distribution of the parabolic Airy process. In this paper, we present a direct proof that this formula matches the one with the extended Airy kernel. Some byproducts in the proof include several new formulas for the parabolic Airy process, and a generalization of the Andreief's identity.
title On the multipoint distribution formulas of the parabolic Airy process
topic Probability
url https://arxiv.org/abs/2507.20487