A System of Differential Equations for the Airy Process
Craig A Tracy, University of California, Davis
Harold Widom, University of California, Santa Cruz
Abstract
The Airy process is characterized by its m-dimensional distribution
functions. For m=1 it is known that this distribution function is
expressible in terms of a solution to Painleve II. We show that
each finite-dimensional distribution function is expressible in terms
of a solution to a system of differential equations
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