A system of differential equations for the Airy process

DOI10.1214/ECP.V8-1074MaRDI QIDQ1768200zbMATH OpenOpenAlexFDO

Authors Craig A. Tracy, Harold Widom

Publication date 14 March 2005

Published in Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0302033, https://eudml.org/doc/124925

Mathematics Subject Classification ID

Painlevé-type functions (33E17) Disordered systems (random Ising models, random Schrödinger operators, etc.) in equilibrium statistical mechanics (82B44)

Abstract: The Airy process is characterized by its finite-dimensional distribution functions. We show that each finite-dimensional distribution function is expressible in terms of a solution to a system of differential equations.

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