A PDE for the multi-time joint probability of the Airy process

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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.
21 pages

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Probability, Mathematical Physics, 60G60, 35Q53

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http://salesiana.dossiersoluciones.com/handle/123456789/142796

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/0711.3797
 http://arxiv.org/abs/0711.3797

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arXiv