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

DOI10.1016/j.physd.2012.01.003zbMath1278.60082arXiv1104.4940MaRDI QIDQ1935161

Marco Bertola, Mattia Cafasso

Publication date: 30 January 2013

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

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

zbMATH Keywords

Riemann-Hilbert problems; integrable kernels; random point processes

Mathematics Subject Classification ID

60B20: Random matrices (probabilistic aspects)

60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)

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