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A System of Differential Equations for the Airy Process

   
@article{ECP1074,
	author = {Craig Tracy and Harold Widom},
	title = {A System of Differential Equations for the Airy Process},
	journal = {Electron. Commun. Probab.},
	fjournal = {Electronic Communications in Probability},
	volume = {8},
	year = {2003},
	keywords = {Airy process.  Extended Airy kernel.  Growth processes.  Integrable differential equations.},
	abstract = {The Airy process is characterized by its $m$-dimensional distribution functions.  For $m=1$ it is known that this distribution function is expressible in terms of a solution to Painleve II.  We show that each finite-dimensional distribution function is expressible in terms of a solution to a system of differential equations.},
	pages = {no. 10, 93-98},
	issn = {1083-589X},
	doi = {10.1214/ECP.v8-1074},    
        url = {http://ecp.ejpecp.org/article/view/1074}}