A System of Differential Equations for the Airy Process
Tracy, Craig A. ; Widom, Harold
arXiv, 0302033 / Harvested from arXiv
Text on arXiv
The Airy process is characterized by its finite-dimensional distribution functions. We show that each finite-dimensional distribution function is expressible in terms of a solution to a system of differential equations.
Publié le : 2003-02-04
Classification:  Mathematics - Probability,  Mathematical Physics,  60K35 
@article{0302033,
     author = {Tracy, Craig A. and Widom, Harold},
     title = {A System of Differential Equations for the Airy Process},
     journal = {arXiv},
     volume = {2003},
     number = {0},
     year = {2003},
     language = {en},
     url = {http://dml.mathdoc.fr/item/0302033}
}

Tracy, Craig A.; Widom, Harold. A System of Differential Equations for the Airy Process. arXiv, Tome 2003 (2003) no. 0, . http://gdmltest.u-ga.fr/item/0302033/