A PDE for the Multi-Time Joint Probability of the Airy Process
نویسنده
چکیده
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.
منابع مشابه
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تاریخ انتشار 2008