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PDEs for the Gaussian ensemble with external source and the Pearcey distribution - MaRDI portal

PDEs for the Gaussian ensemble with external source and the Pearcey distribution (Q5310272)

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scientific article; zbMATH DE number 5194501
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PDEs for the Gaussian ensemble with external source and the Pearcey distribution
scientific article; zbMATH DE number 5194501

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    PDEs for the Gaussian ensemble with external source and the Pearcey distribution (English)
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    21 September 2007
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    Gaussian Hermitian random matrix ensemble with external source
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    fourth-order PDE with quartic nonlinearity
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    Pearcey distribution
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    transition probability of the Pearcey process
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