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A System of Differential Equations for the Airy Process


 
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1. Title Title of document A System of Differential Equations for the Airy Process
 
2. Creator Author's name, affiliation, country Craig A Tracy; University of California, Davis
 
2. Creator Author's name, affiliation, country Harold Widom; University of California, Santa Cruz
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) Airy process. Extended Airy kernel. Growth processes. Integrable differential equations.
 
3. Subject Subject classification 60K35 (05A16, 33E17, 82B44)
 
4. Description 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.
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s)
 
7. Date (YYYY-MM-DD) 2003-06-24
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ecp.ejpecp.org/article/view/1074
 
10. Identifier Digital Object Identifier 10.1214/ECP.v8-1074
 
11. Source Journal/conference title; vol., no. (year) Electronic Communications in Probability; Vol 8
 
12. Language English=en
 
14. Coverage Geo-spatial location, chronological period, research sample (gender, age, etc.)
 
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