Airy processes with wanderers and new universality classes
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Publication:964782
DOI10.1214/09-AOP493zbMath1200.60069arXiv0811.1863MaRDI QIDQ964782
Mark Adler, Pierre van Moerbeke, Patrik Lino Ferrari
Publication date: 21 April 2010
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0811.1863
Dyson's Brownian motion; Airy process; coupled random matrices.; Pearcy process; quintic kernel; random Hermitian ensembles
60G60: Random fields
60B20: Random matrices (probabilistic aspects)
60G10: Stationary stochastic processes
60J65: Brownian motion