{
  "id": "0711.3797",
  "version": "v1",
  "published": "2007-11-26T20:39:13.000Z",
  "updated": "2007-11-26T20:39:13.000Z",
  "title": "A PDE for the multi-time joint probability of the Airy process",
  "authors": [
    "Dong Wang"
  ],
  "comment": "21 pages",
  "categories": [
    "math.PR",
    "math-ph",
    "math.MP"
  ],
  "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.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2007-11-26T20:39:13.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60G60",
      "35Q53"
    ],
    "keywords": [
      "multi-time joint probability",
      "airy process",
      "dyson brownian motion",
      "van moerbekes result",
      "generalizes adler"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 21,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2007arXiv0711.3797W"
    }
  }
}