12 citations · 13 across the 3 of their papers we have counts for
Showing math.PRShow all
3 papers · 1 filter
math.PR2005
PDE's for the Gaussian ensemble with external source and the Pearcey distribution
Mark Adler, Pierre van Moerbeke
The present paper studies a Gaussian Hermitian random matrix ensemble with external source, given by a fixed diagonal matrix with two eigenvalues a and -a. As a first result, the p…
math.PR2003★ 1 cited
Virasoro action on Schur function expansions, skew Young tableaux and random walks
M. Adler, P. van Moerbeke
It is known that some matrix integrals over U(n) satisfy an sl(2,R)-algebra of Virasoro constraints. Acting with these Virasoro generators on 2-dimensional Schur function expansion…
math.PR2003★ 12 cited
A PDE for the joint distributions of the Airy Process
Mark Adler, Pierre van Moerbeke
In this paper, we answer a question posed by Kurt Johansson, to find a PDE for the joint distribution of the Airy Process. The latter is a continuous stationary process, describing…