Asymptotics for the Covariance of the Airy2 process

Abstract

In this paper we compute some of the higher order terms in the large-t asymptotic expansion of the Airy process two-point function, extending the previous work of Adler and van Moerbeke and Widom. We prove that it is possible to represent any order asymptotic approximation as a polynomial and integrals of the Hastings-McLeod Painlev\'e II function and its first derivative. Further, for up to tenth order we give this asymptotic approximation as a linear combination of the Tracy-Widom GUE density function f2 and its derivatives. As a corollary to this, the asymptotic covariance is expressed up to tenth order in terms of the moments of the Tracy-Widom GUE distribution.

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