A PDE for the multi-time joint probability of the Airy process
Probability
2007-11-27 v1 Mathematical Physics
math.MP
Abstract
This paper gives a PDE for multi-time joint probability of the Airy process, which generalizes Adler and van Moerbeke's result on the 2-time case. As an intermediate step, the PDE for the multi-time joint probability of the Dyson Brownian motion is also given.
Cite
@article{arxiv.0711.3797,
title = {A PDE for the multi-time joint probability of the Airy process},
author = {Dong Wang},
journal= {arXiv preprint arXiv:0711.3797},
year = {2007}
}
Comments
21 pages