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arXiv:math/0302033 [math.PR]AbstractReferencesReviewsResources

A System of Differential Equations for the Airy Process

Craig A. Tracy, Harold Widom

Published 2003-02-04, updated 2004-06-01Version 4

The Airy process is characterized by its finite-dimensional distribution functions. We show that each finite-dimensional distribution function is expressible in terms of a solution to a system of differential equations.

Comments: 8 pages, no figures. Version 4 corrects an error in earlier versions
Journal: Elect. Comm. in Probab. 8 (2003), 93-98
Categories: math.PR, math-ph, math.MP
Subjects: 60K35
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