| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1896987 | Physica D: Nonlinear Phenomena | 2009 | 15 Pages |
Abstract
This paper gives a PDE for multi-time joint probability of the Airy process, which generalizes Adler and van Moerbeke’s result on the 2-time case. As an intermediate step, the PDE for the multi-time joint probability of the Dyson Brownian motion is also given.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Dong Wang,