Ordered random walks and the Airy line ensemble

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.

Theorems & Definitions (35)

• Theorem 1
• Corollary 2
• Proposition 3
• Theorem 4
• Theorem 5
• Remark 6
• Lemma 7
• Proposition 8
• Lemma 9
• proof : Proof of Proposition \ref{['superharmonic']}