The Airy and Pearcey Processes

Seminar: 
Analysis
Event time: 
Monday, October 17, 2005 - 10:45am to 11:45am
Location: 
215 LOM
Speaker: 
Craig Tracy
Speaker affiliation: 
UC Davis
Event description: 

The extended Airy kernel describes the space-time correlation functions for the Airy process, which is the limiting process for a polynuclear growth model. The Airy functions themselves are given by integrals in which the exponents have a cubic singularity, arising from the coalescence of two saddle points in an asymptotic analysis. Pearcey functions are given by integrals in which the exponents have a quartic singularity, arising from the coalescence of three saddle points. A corresponding Pearcey kernel appears in a random matrix model and a Brownian motion model for a fixed time. An extended Pearcey kernel arises by scaling the Brownian motion model at several times. We expect there to be a limiting nonstationary process consisting of infinitely many paths, which we call the Pearcey process, whose space-time correlation functions are expressible in terms of this extended kernel.

An overview of these recent developments will be presented.