A System of Differential Equations for the Airy Process
Probability
2007-05-23 v4 Mathematical Physics
math.MP
Abstract
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.
Cite
@article{arxiv.math/0302033,
title = {A System of Differential Equations for the Airy Process},
author = {Craig A. Tracy and Harold Widom},
journal= {arXiv preprint arXiv:math/0302033},
year = {2007}
}
Comments
8 pages, no figures. Version 4 corrects an error in earlier versions