A System of Differential Equations for the Airy Process

Details A System of Differential Equations for the Airy Process A System of Differential Equations for the Airy Process

2003-02-04

arxiv.org/abs/math/0302033v4

Elect. Comm. in Probab. 8 (2003), 93-98

Mathematics

Probability

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

Scientific paper

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.

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