Limit theorems for extrema of Airy processes
Abstract
We establish limit theorems for the maxima and minima of Airy1 and Airy2 processes (denoted by A1(·) and A2(·) respectively) over growing intervals. In particular, we identify the finite non-zero constants that are the almost sure limits of ( t)-2/30 s t Ai(s) and ( t)-1/30 s t Ai(s) for i=1,2. This complements and extends the results of (Pu, 2023), where the question for the maxima was considered and the order of growth was identified for both A1 and A2 and the constant was identified for A1. Our approach is different from that of (Pu, 2023); instead of complicated formulae for multi-point distributions, we rely on the well-known convergence of passage time profiles in planar exponential last passage percolation started from different initial conditions to A1 and A2, together with the recently developed sharp one-point estimates in (Baslingker et al., 2024) for the point-to-point and point-to-line passage times in exponential LPP and a combination of old and new results on the geometry of the LPP landscape.
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