Riemann-Hilbert approach to multi-time processes: the Airy and the Pearcey cases

DOI10.1016/J.PHYSD.2012.01.003zbMATH Open1278.60082arXiv1104.4940OpenAlexW2038091021MaRDI QIDQ1935161FDOQ1935161

Authors: M. Bertola, M. Cafasso 

Publication date: 30 January 2013

Published in: Physica D (Search for Journal in Brave)

Abstract: We prove that matrix Fredholm determinants related to multi-time processes can be expressed in terms of determinants of integrable kernels `a la Its-Izergin-Korepin-Slavnov (IIKS) and hence related to suitable Riemann-Hilbert problems, thus extending the known results for the single-time case. We focus on the Airy and Pearcey processes. As an example of applications we re-deduce a third order PDE, found by Adler and van Moerbeke, for the two-time Airy process.

Full work available at URL: https://arxiv.org/abs/1104.4940

Recommendations

• A PDE for the multi-time joint probability of the Airy process
• The Riemann-Hilbert approach to the generating function of the higher order Airy point processes
• The transition between the gap probabilities from the Pearcey to the Airy process -- a Riemann-Hilbert approach
• A Riemann Hilbert approach to the study of the generating function associated to the Pearcey process
• scientific article; zbMATH DE number 5310338
• Characterisations of classes of multivalued processes using Riesz approximations
• A note on Riemann-Liouville processes
• On asymptotics for the Airy process
• Airy processes and variational problems

zbMATH Keywords

Riemann-Hilbert problemsintegrable kernelsrandom point processes

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Random matrices (probabilistic aspects) (60B20)

Cites Work

• Scale invariance of the PNG droplet and the Airy process
• The arctic circle boundary and the Airy process
• Title not available (Why is that?)
• Discrete polynuclear growth and determinantal processes
• Large \(n\) limit of Gaussian random matrices with external source. II
• Determinantal random point fields
• A Brownian-Motion Model for the Eigenvalues of a Random Matrix
• PDEs for the joint distributions of the Dyson, Airy and Sine processes
• Differential equations for Dyson processes
• Large \(n\) limit of Gaussian random matrices with external source. I
• The Pearcey process
• Random skew plane partitions and the Pearcey process
• Large \(n\) limit of Gaussian random matrices with external source. III: Double scaling limit
• Title not available (Why is that?)
• DIFFERENTIAL EQUATIONS FOR QUANTUM CORRELATION FUNCTIONS
• Fredholm determinants and pole-free solutions to the noncommutative Painlevé II equation
• Integrable Fredholm operators and dual isomonodromic deformations
• The transition between the gap probabilities from the Pearcey to the Airy process -- a Riemann-Hilbert approach
• The dependence on the monodromy data of the isomonodromic tau function
• A PDE for the multi-time joint probability of the Airy process

Cited In (23)

• Spatio-temporal sine-Wiener bounded noise and its effect on Ginzburg-Landau model
• Correction to: ``The dependence on the monodromy data of the isomonodromic tau function
• The transition between the gap probabilities from the Pearcey to the Airy process -- a Riemann-Hilbert approach
• Nonlinear dynamic analysis of symmetric and antisymmetric cross-ply laminated orthotropic thin shells
• The generating function for the Bessel point process and a system of coupled Painlevé V equations
• The gap probabilities of the tacnode, Pearcey and Airy point processes, their mutual relationship and evaluation
• The Pearcey process
• The Riemann-Hilbert approach to the generating function of the higher order Airy point processes
• Postbuckling nonlinear analysis of FGM truncated conical shells reinforced by orthogonal stiffeners resting on elastic foundations
• The largest real eigenvalue in the real Ginibre ensemble and its relation to the Zakharov-Shabat system
• Buckling analysis of functionally graded material (FGM) sandwich truncated conical shells reinforced by FGM stiffeners filled inside by elastic foundations
• A PDE for the multi-time joint probability of the Airy process
• Differential equations for the KPZ and periodic KPZ fixed points
• Gap probabilities for the generalized Bessel process: a Riemann-Hilbert approach
• Responses of Duffing oscillator with fractional damping and random phase
• Non-linear PDEs for gap probabilities in random matrices and KP theory
• A Riemann-Hilbert approach to Fredholm determinants of Hankel composition operators: scalar-valued kernels
• The multiplicative constant for the Meijer-\(G\) kernel determinant
• Cauchy-Laguerre two-matrix model and the Meijer-\(G\) random point field
• Limiting one-point distribution of periodic TASEP
• Riemann-Hilbert approach to gap probabilities for the Bessel process
• A Riemann Hilbert approach to the study of the generating function associated to the Pearcey process
• KPZ limit theorems

This page was built for publication: Riemann-Hilbert approach to multi-time processes: the Airy and the Pearcey cases

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1935161)