Physical Review Letters · 2004 · 176 citations · 36 references
Natural SciencesPhysicsCondensed Matter PhysicsProbability TheoryStochastic ProcessesBrownian MotionStatistical MechanicsAiry FunctionsBrownian ExcursionBrownian Motion Near InterfacesCritical FluctuationsFluctuation TheoryFree-boundary ProblemsProbability Density AnalysisSteady-state Distribution
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 Edwards-Wilkinson 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>0, where the function f(x) is the Airy distribution function that describes the probability density of the area under a Brownian excursion over a unit interval. For the free boundary case, the same scaling holds, but the scaling function is different from that of the periodic case. Numerical simulations are in excellent agreement with our analytical results. Our results provide an exactly solvable case for the distribution of extremum of a set of strongly correlated random variables.
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Handbook of Mathematical Functions
Donald A. McQuarrie · American Journal of Physics · 1966 · 40.9K citations
Dynamic Scaling of Growing Interfaces
Mehran Kardar, Giorgio Parisi, Yi-Cheng Zhang · Physical Review Letters · 1986 · 5.4K citations