Title of article
A PDE for the multi-time joint probability of the Airy process
Author/Authors
Wang، نويسنده , , Dong، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2009
Pages
15
From page
819
To page
833
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.
Journal title
Physica D Nonlinear Phenomena
Serial Year
2009
Journal title
Physica D Nonlinear Phenomena
Record number
1728994
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