Supremum of the Airy2 Process Minus a Parabola on a Half Line

Abstract

Let $\mathcal {A}_{2}(t)$ be the Airy2 process. We show that the random variable $$\sup_{t\leq\alpha} \bigl\{\mathcal {A}_2(t)-t^2 \bigr\}+\min\{0,\alpha \}^2 $$ has the same distribution as the one-point marginal of the Airy2→1 process at time α. These marginals form a family of distributions crossing over from the GUE Tracy-Widom distribution F GUE(x) for the Gaussian Unitary Ensemble of random matrices, to a rescaled version of the GOE Tracy-Widom distribution F GOE(41/3 x) for the Gaussian Orthogonal Ensemble. Furthermore, we show that for every α the distribution has the same right tail decay $e^{-\frac{4}{3} x^{3/2} }$ .