PDEs for the Gaussian ensemble with external source and the Pearcey distribution
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Publication:5310272
DOI10.1002/cpa.20175zbMath1193.82012arXivmath/0509047OpenAlexW1993313079MaRDI QIDQ5310272
Mark Adler, Pierre van Moerbeke
Publication date: 21 September 2007
Published in: Communications on Pure and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0509047
Pearcey distributionfourth-order PDE with quartic nonlinearityGaussian Hermitian random matrix ensemble with external sourcetransition probability of the Pearcey process
Brownian motion (60J65) Heat equation (35K05) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41)
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