Local behavior and hitting probabilities of the \(\text{Airy}_1\) process
The authors produce a formula for the \(n\)-dimensional distributions of the \(\text{Airy}_1\) process in terms of a Fredholm determinant on \(L^2(\mathbb{R}),\) as opposed to the standard formula which involves extended kernels, on \(L^2(\{1,\dots,n\} \times\mathbb{R})\), and use them to prove directly that the process is Hölder (\(\frac{1}{2} - \delta \))-continuous for any \(\delta>0\).
scientific article; zbMATH DE number 6247830
scientific article