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A System of Differential Equations for the Airy Process

Craig A. Tracy·Harold Widom
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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.

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Craig A. Tracy, Harold Widom. 2004-06-01. A System of Differential Equations for the Airy Process. https://arxiv.org/abs/math/0302033

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