A System of Differential Equations for the Airy Process
نویسندگان
چکیده
The Airy process τ → Aτ is characterized by its finite-dimensional distribution functions Pr (Aτ1 < ξ1, . . . , Aτm < ξm) . For m = 1 it is known that Pr (Aτ < ξ) is expressible in terms of a solution to Painlevé 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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تاریخ انتشار 2003