190 citations · 1.9k across the 70 of their papers we have counts for
Showing 2003 · math.PRShow all
3 papers · 2 filters
math.PR2003★ 91 cited
Differential Equations for Dyson Processes
Craig A. Tracy, Harold Widom
We call "Dyson process" any process on ensembles of matrices in which the entries undergo diffusion. We are interested in the distribution of the eigenvalues (or singular values) o…
math.PR2003★ 41 cited
On Asymptotics for the Airy Process
Harold Widom
The Airy process A(t), introduced by Prähofer and Spohn, is the limiting stationary process for a polynuclear growth model. Adler and van Moerbeke found a PDE in the variables s_1,…
math.PR2003
A System of Differential Equations for the Airy Process
Craig A. Tracy, Harold Widom
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…