PDEs for the joint distributions of the Dyson, Airy and Sine processes

DOI10.1214/009117905000000107zbMath1093.60021arXivmath/0403504OpenAlexW3102134254MaRDI QIDQ2569221

Publication date: 18 October 2005

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0403504

zbMATH Keywords

Dyson's Brownian motion Airy process random Hermitian ensembles coupled random matrices extended kernels

Mathematics Subject Classification ID

Random fields (60G60) Stationary stochastic processes (60G10) KdV equations (Korteweg-de Vries equations) (35Q53)

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