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A System of Differential Equations for the Airy Process
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Craig A Tracy, University of California, Davis
Harold Widom, University of California, Santa Cruz
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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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Full text: PDF
Pages: 93-98
Published on: June 24, 2003
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Electronic Communications in Probability. ISSN: 1083-589X |
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