The Pearcey Process
نویسنده
چکیده
The extended Airy kernel describes the space-time correlation functions for the Airy process, which is the limiting process for a polynuclear growth model. The Airy functions themselves are given by integrals in which the exponents have a cubic singularity, arising from the coalescence of two saddle points in an asymptotic analysis. Pearcey functions are given by integrals in which the exponents have a quartic singularity, arising from the coalescence of three saddle points. A corresponding Pearcey kernel appears in a random matrix model and a Brownian motion model for a fixed time. This paper derives an extended Pearcey kernel by scaling the Brownian motion model at several times, and a system of partial differential equations whose solution determines associated distribution functions. We expect there to be a limiting nonstationary process consisting of infinitely many paths, which we call the Pearcey process, whose space-time correlation functions are expressible in terms of this extended kernel.
منابع مشابه
S ep 2 00 5 PDE ’ s for the Gaussian ensemble with external source and the Pearcey distribution
7 Appendix 2 30 ∗2000 Mathematics Subject Classification. Primary: 60J60, 60J65, 60G55; secondary: 35Q53, 35Q58.
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