The Pearcey process

DOI10.1007/S00220-005-1506-3zbMath1129.82031arXivmath/0412005OpenAlexW2007665033WikidataQ56950623 ScholiaQ56950623MaRDI QIDQ863118

Harold Widom, Craig A. Tracy

Publication date: 25 January 2007

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

Full work available at URL: https://arxiv.org/abs/math/0412005

zbMATH Keywords

random matrix theoryAiry kerneldeterminantal point processesPearcey kernelnon-intersecting Brownian motion

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Random matrices (algebraic aspects) (15B52) Dynamics of random walks, random surfaces, lattice animals, etc. in time-dependent statistical mechanics (82C41) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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