11 citations · 11 across the 2 of their papers we have counts for
2 papers
math.PR2008★ 11 cited
Spiked Models in Wishart Ensemble
Dong Wang
The spiked model is an important special case of the Wishart ensemble, and a natural generalization of the white Wishart ensemble. Mathematically, it can be defined on three kinds…
math.PR2007
A PDE for the multi-time joint probability of the Airy process
Dong Wang
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…