Accéder directement au contenu Accéder directement à la navigation
Article dans une revue

From the Pearcey to the Airy process

Abstract :

Putting dynamics into random matrix models leads to finitely many nonintersecting Brownian motions on the real line for the eigenvalues, as was discovered by Dyson. Applying scaling limits to the random matrix models, combined with Dyson’s dynamics, then leads to interesting, infinite-dimensional diffusions for the eigenvalues. This paper studies the relationship between two of the models, namely the Airy and Pearcey processes and more precisely shows how toapproximate the multi-time statistics for the Pearcey process by the one of the Airy process with the help of a PDE governing the gap probabilities for the Pearcey process.

Type de document :
Article dans une revue
Liste complète des métadonnées

https://hal.univ-angers.fr/hal-03031616
Contributeur : Okina Université d'Angers <>
Soumis le : lundi 30 novembre 2020 - 15:21:10
Dernière modification le : jeudi 3 décembre 2020 - 03:22:04

Fichier

898-3057-1-pb.pdf
Fichiers éditeurs autorisés sur une archive ouverte

Identifiants

Collections

Citation

Mark Adler, Mattia Cafasso, Pierre van Moerbeke. From the Pearcey to the Airy process. Electronic Journal of Probability, Institute of Mathematical Statistics (IMS), 2011, 16, pp.1048 - 1064. ⟨10.1214/EJP.v16-898⟩. ⟨hal-03031616⟩

Partager

Métriques

Consultations de la notice

50

Téléchargements de fichiers

8