Bertola, Marco and Cafasso, M. (2012) RiemannHilbert approach to multitime processes: The Airy and the Pearcey cases. Physica D: Nonlinear Phenomena, 241 (2324). pp. 22372245. ISSN 01672789

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Abstract
We prove that matrix Fredholm determinants related to multitime processes can be expressed in terms of determinants of integrable kernels à la Its–Izergin–Korepin–Slavnov (IIKS) and hence related to suitable Riemann–Hilbert problems, thus extending the known results for the singletime case. We focus on the Airy and Pearcey processes. As an example of applications we rededuce a third order PDE, found by Adler and van Moerbeke, for the twotime Airy process.
Divisions:  Concordia University > Faculty of Arts and Science > Mathematics and Statistics 

Item Type:  Article 
Refereed:  Yes 
Authors:  Bertola, Marco and Cafasso, M. 
Journal or Publication:  Physica D: Nonlinear Phenomena 
Date:  2012 
Digital Object Identifier (DOI):  10.1016/j.physd.2012.01.003 
Keywords:  Random point processes; Riemann–Hilbert problems; Integrable kernels 
ID Code:  976937 
Deposited By:  DANIELLE DENNIE 
Deposited On:  05 Mar 2013 16:12 
Last Modified:  18 Jan 2018 17:43 
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