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

Simple item page
dc.creatorWang, Dong
dc.date2007-11-26
dc.date.accessioned2026-07-07T08:44:49Z
dc.date.available2026-07-07T08:44:49Z
dc.descriptionThis 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.
dc.description21 pages
dc.identifierhttps://arxiv.org/abs/0711.3797
dc.identifierhttp://arxiv.org/abs/0711.3797
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/142796
dc.subjectProbability
dc.subjectMathematical Physics
dc.subject60G60, 35Q53
dc.titleA PDE for the multi-time joint probability of the Airy process
dc.typetext

Files

Collections

arXiv