Infinite-dimensional stochastic differential equations arising from Airy random point fields
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Airy random point fieldsinfinite-dimensional stochastic differential equationslogarithmic potentialPlancherel-Rotach asymptoticsrandom matrices
Random matrices (probabilistic aspects) (60B20) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Random fields (60G60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Interacting particle systems in time-dependent statistical mechanics (82C22)
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