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Airy Distribution Function: From the Area Under a Brownian Excursion to the Maximal Height of Fluctuating Interfaces
Authors:Satya N Majumdar  Alain Comtet
Institution:(1) Laboratoire de Physique Théorique (UMR C5152 du CNRS), Université Paul Sabatier, 31062, Toulouse, Cedex, France;(2) Laboratoire de Physique Théorique et Modèles Statistiques, Université Paris-Sud. Bât. 100, 91405, Orsay, Cedex, France;(3) Institut Henri Poincaré, 11 rue Pierre et Marie Curie, 75005 Paris, France
Abstract:The Airy distribution function describes the probability distribution of the area under a Brownian excursion over a unit interval. Surprisingly, this function has appeared in a number of seemingly unrelated problems, mostly in computer science and graph theory. In this paper, we show that this distribution function also appears in a rather well studied physical system, namely the fluctuating interfaces. We present an exact solution for the distribution P(hm,L) of the maximal height hm (measured with respect to the average spatial height) in the steady state of a fluctuating interface in a one dimensional system of size L with both periodic and free boundary conditions. For the periodic case, we show that P(hm,L)=L−1/2f(hm L−1/2) for all L>0 where the function f(x) is the Airy distribution function. This result is valid for both the Edwards–Wilkinson (EW) and the Kardar–Parisi–Zhang interfaces. For the free boundary case, the same scaling holds P(hm,L)=L−1/2F(hm L−1/2), but the scaling function F(x) is different from that of the periodic case. We compute this scaling function explicitly for the EW interface and call it the F-Airy distribution function. Numerical simulations are in excellent agreement with our analytical results. Our results provide a rather rare exactly solvable case for the distribution of extremum of a set of strongly correlated random variables. Some of these results were announced in a recent Letter S.N. Majumdar and A. Comtet, Phys. Rev. Lett. 92: 225501 (2004)].
Keywords:Brownian excursion  fluctuating interfaces  Airy distribution
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