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Airy Distribution Function: From the Area Under a Brownian Excursion to the Maximal Height of Fluctuating Interfaces

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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(h m ,L) of the maximal height h m (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(h m ,L)=L−1/2f(h m 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(h m ,L)=L−1/2F(h m 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)].

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Authors and Affiliations

  1. Laboratoire de Physique Théorique (UMR C5152 du CNRS), Université Paul Sabatier, 31062, Toulouse, Cedex, France

    Satya N. Majumdar

  2. Laboratoire de Physique Théorique et Modèles Statistiques, Université Paris-Sud. Bât. 100, 91405, Orsay, Cedex, France

    Satya N. Majumdar & Alain Comtet

  3. Institut Henri Poincaré, 11 rue Pierre et Marie Curie, 75005, Paris, France

    Alain Comtet

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  1. Satya N. Majumdar
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Majumdar, S.N., Comtet, A. Airy Distribution Function: From the Area Under a Brownian Excursion to the Maximal Height of Fluctuating Interfaces. J Stat Phys 119, 777–826 (2005). https://doi.org/10.1007/s10955-005-3022-4

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