A PDE for the multi-time joint probability of the Airy process
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Publication:1025081
DOI10.1016/j.physd.2009.02.007zbMath1194.82083arXiv0711.3797MaRDI QIDQ1025081
Publication date: 18 June 2009
Published in: Physica D (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0711.3797
60J65: Brownian motion
82C41: Dynamics of random walks, random surfaces, lattice animals, etc. in time-dependent statistical mechanics
82C05: Classical dynamic and nonequilibrium statistical mechanics (general)
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Cites Work
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