Differential equations for Dyson processes

DOI10.1007/S00220-004-1182-8zbMath1124.82007arXivmath/0309082OpenAlexW1993910264WikidataQ56950631 ScholiaQ56950631MaRDI QIDQ850942

Harold Widom, Craig A. Tracy

Publication date: 8 November 2006

Published in: Communications in Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0309082

Mathematics Subject Classification ID

Diffusion processes (60J60) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41) Applications of operator theory to differential and integral equations (47N20)

Related Items (44)

Markov processes on partitions ⋮ Nonintersecting Brownian motions on the unit circle ⋮ Infinite systems of noncolliding generalized meanders and Riemann-Liouville differintegrals ⋮ Integral Operators in Random Matrix Theory ⋮ Dynamical correlation functions for products of random matrices ⋮ Polynuclear growth on a flat substrate and edge scaling of GOE eigenvalues ⋮ Airy Processes and Variational Problems ⋮ Determinantal identity for multilevel ensembles and finite determinantal point processes ⋮ The Pearcey process ⋮ Random skew plane partitions and the Pearcey process ⋮ On the partial connection between random matrices and interacting particle systems ⋮ Consecutive minors for Dyson's Brownian motions ⋮ Riemann-Hilbert approach to multi-time processes: the Airy and the Pearcey cases ⋮ Non-linear PDEs for gap probabilities in random matrices and KP theory ⋮ Determinantal martingales and noncolliding diffusion processes ⋮ Non-equilibrium dynamics of Dyson's model with an infinite number of particles ⋮ Exact solution of interacting particle systems related to random matrices ⋮ Noncolliding squared Bessel processes ⋮ Non-intersecting Brownian motions leaving from and going to several points ⋮ Non-intersecting Brownian bridges and the Laguerre orthogonal ensemble ⋮ Nonintersecting Brownian bridges on the unit circle with drift ⋮ Nonintersecting Brownian excursions ⋮ Determinantal process starting from an orthogonal symmetry is a Pfaffian process ⋮ The Dyson Brownian minor process ⋮ Airy kernel with two sets of parameters in directed percolation and random matrix theory ⋮ Noncolliding Brownian motion and determinantal processes ⋮ Airy processes with wanderers and new universality classes ⋮ Asymptotics for the covariance of the Airy\(_{2}\) process ⋮ Multiplicative functionals on ensembles of non-intersecting paths ⋮ Eynard-Mehta theorem, Schur process, and their Pfaffian analogs ⋮ Product matrix processes for coupled multi-matrix models and their hard edge scaling limits ⋮ Dyson's nonintersecting Brownian motions with a few outliers ⋮ Moment matrices and multi-component KP, with applications to random matrix theory ⋮ On the eigenvalue process of a matrix fractional Brownian motion ⋮ A PDE for the multi-time joint probability of the Airy process ⋮ Noncolliding Jacobi processes as limits of Markov chains on the Gelfand-Tsetlin graph ⋮ PDEs for the joint distributions of the Dyson, Airy and Sine processes ⋮ The correspondence between Tracy–Widom and Adler–Shiota–van Moerbeke approaches in random matrix theory: The Gaussian case ⋮ Correlation function of the Schur process with a fixed final partition ⋮ PDE's for the Dyson, Airy and Sine processes. ⋮ Average characteristic polynomials in the two-matrix model ⋮ Noncolliding Brownian motion with drift and time-dependent Stieltjes-Wigert determinantal point process ⋮ Riemann-Hilbert approach to gap probabilities for the Bessel process ⋮ The Airy₂ process and the 3D Ising model

Cites Work

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