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

Satya N. Majumdar 1, Alain Comtet 1, 2

Journal of Statistical Physics 119 (2005) 777-826

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 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^{-1/2}f(h_m L^{-1/2}) for all L where the function f(x) is the Airy distribution function. This result is valid for both the Edwards-Wilkinson and the Kardar-Parisi-Zhang interfaces. For the free boundary case, the same scaling holds P(h_m,L)=L^{-1/2}F(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 Edwards-Wilkinson 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)].

  • 1. Laboratoire de Physique Théorique et Modèles Statistiques (LPTMS),
    CNRS : UMR8626 – Université Paris XI - Paris Sud
  • 2. Unite mixte de service de l'institut Henri Poincaré (UMSIHP),
    CNRS : UMS839 – Université Paris VI - Pierre et Marie Curie