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Exact decay of the persistence probability in the Airy$_1$ process

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arxiv 2402.10661 v2 pith:T3COEJXZ submitted 2024-02-16 math.PR math-phmath.MP

classification math.PRmath-phmath.MP
keywords probabilityprocessanalytickappapersistenceairydecaydetermine
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abstract

We consider the Airy$_1$ process, which is the limit process in KPZ growth models with flat and non-random initial conditions. We study the persistence probability, namely the probability that the process stays below a given threshold $c$ for a time span of length $L$. This is expected to decay as $e^{-\kappa(c) L}$. We determine an analytic expression for $\kappa(c)$ for all $c\geq 3/2$ starting with the continuum statistics formula for the persistence probability. As the formula is analytic only for $c>0$, we determine an analytic continuation of $\kappa(c)$ and numerically verify the validity for $c<0$ as well.

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Cited by 1 Pith paper

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  1. An upper tail field of the KPZ fixed point

    math.PR 2025-01 conditional novelty 8.0 of 10

    A newly constructed 'upper tail field' is the local limit of the KPZ fixed point near a conditioned large value, interpolating between Brownian and KPZ scaling regimes.

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