A System of Differential Equations for the Airy Process

Abstract

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.

8 pages, no figures. Version 4 corrects an error in earlier versions

References in corpus (2)

• Level-Spacing Distributions and the Airy Kernel
• Discrete polynuclear growth and determinantal processes