We establish that the static height fluctuations of a particular growth model, the PNG droplet, converges upon proper rescaling to a limit process, which we call the Airy process, A(y). The Airy process is stationary, it has continuous sample paths, its single “time ” (fixed y) distribution is the Tracy–Widom distribution of the largest eigenvalue of a GUE random matrix, and the Airy process has a slow decay of correlations as y−2. Roughly the Airy process describes the last line of Dyson’s Brownian motion model for random matrices. Our construction uses a multi–layer version of the PNG model, which can be analyzed through fermionic techniques. Specializing our result to a fixed value of y, one reobtains the celebrated result of Baik, Deift, and Johansson on the length of the longest increasing subsequence of a random permutation. 1 The PNG droplet The polynuclear growth (PNG) model is a simplified model for layer by layer growth [1, 2]. Initially one has a perfectly flat crystal in contact with its supersaturated vapor. Once in a while a supercritical seed is formed, which then spreads laterally by further attachment of particles at its perimeter sites. Such islands coalesce if they are in the same layer and further islands may be nucleated upon already existing ones. The PNG model ignores the lateral lattice

In this paper foundations are presented to a new systematic approach to analysis and geometry for an important class of infinite dimensional manifolds, namely, configuration spaces. More precisely, a differential geometry is introduced on the configuration space \Gamma X over a Riemannian manifold X. This geometry is "non-flat" even if X = IR d . It is obtained as a natural lifting of the Riemannian structure on X. In particular, a corresponding gradient r \Gamma , divergence div \Gamma , and Laplace-Beltrami operator H \Gamma = \Gammadiv \Gamma r \Gamma are constructed. The associated volume elements, i.e., all measures ¯ on \Gamma X w.r.t. which r \Gamma and div \Gamma become dual operators on L 2 (\Gamma X ; ¯), are identified as exactly the mixed Poisson measures with mean measure equal to a multiple of the volume element dx on X. In particular, all these measures obey an integration by parts formula w.r.t. vector fields on \Gamma X . The corresponding Dirichlet...

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A (generalized) stochastic fluid system Q is defined as the one-dimensional Skorokhod reflection of a finite variation process X (with possibly discontinuous paths). We write X as the (not necessarily minimal) difference of two positive measures, A, B, and prove an alternative "integral representation" for Q. This representation forms the basis for deriving a "Little's law" for an appropriately constructed stationary version of Q. For the special case where B is the Lebesgue measure, a distributional version of Little's law is derived. This is done both at the arrival and departure points of the system. The latter result necessitates the consideration of a "dual process" to Q. Examples of models for X , including finite variation Levy processes with countably many jumps on finite intervals, are given in order to illustrate the ideas and point out potential applications in performance evaluation. Keywords: RANDOM MEASURES, STATIONARY PROCESSES, PALM PROBABILITIES, QUEUEING THEORY, LIT...

Based on a model for general beam splittings we search for states of boson systems which are invariant under the combination of the evolution given by the splitting procedure and some inherent evolution. It turns out that for finite systems only trivial invariant normal states may appear. However, for locally normal states on a related quasilocal algebra representing states of infinite boson systems one can find examples of non-trivial invariant states. We consider as example a beam splitting combined with a contraction compensating the loss of intensity caused by the splitting process. In general, we observe interesting connections between the splitting procedure and certain thinning operations in classical probability theory. Several applications to physics seem to be natural since these beam splitting models are used to describe measuring procedures on electromagentic fields.

Using a natural "Riemannian-geometry-like" structure on the configuration space \Gamma over IR d , we prove that for a large class of potentials OE the corresponding canonical Gibbs measures on \Gamma can be completely characterized by an integration by parts formula. That is, if r \Gamma is the gradient of the Riemannian structure on \Gamma one can define a corresponding divergence div \Gamma OE such that the canonical Gibbs measures are exactly those measures ¯ for which r \Gamma and div \Gamma OE are dual operators on L 2 (\Gamma; ¯). One consequence is that for such ¯ the corresponding Dirichlet forms E \Gamma ¯ are defined. In addition, each of them is shown to be associated with a conservative diffusion process on \Gamma with invariant measure ¯. The corresponding generators are extensions of the operator \Delta \Gamma OE := div \Gamma OE r \Gamma . The diffusions can be characterized in terms of a martingale problem and they can be considered as a Brown...

We show that a stationary IDp process (i.e., an infinitely divisible stationary process without Gaussian part) can be written as the independent sum of four stationary IDp processes, each of them belonging to a different class characterized by its Lévy measure. The ergodic properties of each class are, respectively, nonergodicity, weak mixing, mixing of all order and Bernoullicity. To obtain these results, we use the representation of an IDp process as an integral with respect to a Poisson measure, which, more generally, has led us to study basic ergodic properties of these objects. 1. Introduction. A

The objective of this paper is the study of the equilibrium behavior of a population on the hierarchical group ΩN consisting of families of individuals undergoing critical branching random walk and in addition these families also develop according to a critical branching process. Strong transience of the random walk guarantees existence of an equilibrium for this two-level branching system. In the limit N → ∞ (called the hierarchical mean field limit), the equilibrium aggregated populations in a nested sequence of balls B (N) ℓ of hierarchical radius ℓ converge to a backward Markov chain on R+. This limiting Markov chain can be explicitly represented in terms of a cascade of subordinators which in turn makes

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We introduce and study invariant (weighted) transport-kernels balancing stationary random measures on a locally compact Abelian group. The first main result is an associated fundamental invariance property of Palm measures, derived from a generalization of Neveu’s exchange formula. The second main result is a simple sufficient and necessary criterion for the existence of balancing invariant transportkernels. We then introduce (in a nonstationary setting) the concept of mass-stationarity with respect to a random measure, formalizing the intuitive idea that the origin is a typical location in the mass. The third main result of the paper is that a measure is a Palm measure if and only if it is mass-stationary. 1. Introduction. We consider (jointly) stationary random measures on a locally compact Abelian group G, for instance, G = R d. A transport-kernel is a Markovian kernel T that distributes mass over G and depends on both ω in the underlying sample space Ω and a location s ∈ G. The number