Abstract
The Airy process is characterized by its $m$-dimensional distribution functions. For $m=1$ it is known that this distribution function is expressible in terms of a solution to Painleve II. We show that each finite-dimensional distribution function is expressible in terms of a solution to a system of differential equations.
Citation
Craig Tracy. Harold Widom. "A System of Differential Equations for the Airy Process." Electron. Commun. Probab. 8 93 - 98, 2003. https://doi.org/10.1214/ECP.v8-1074
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