Tracy-Widom distribution, Airy\(_2\) process and its sample path properties

DOI10.1007/s11766-021-4251-2zbMath1474.60231OpenAlexW3135407683MaRDI QIDQ2036136

Yanyan Li

Publication date: 28 June 2021

Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11766-021-4251-2

zbMATH Keywords

Tracy-Widom distributionDyson Brownian motionsample path propertyAiry\(_2\) process

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Sample path properties (60G17)

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