2013/05/06 by T. Imamura, T Imamura, T. Sasamoto +3 · 25 citations
Economics, Econometrics and Finance · Mathematics · Physics and Astronomy · #Distribution (mathematics) #Distribution function #Fredholm determinant #Fredholm integral equation #Limit (mathematics) #Random Matrices and Applications #Replica #Stochastic processes and financial applications #Stochastic processes and statistical mechanics #Wedge (geometry) #cond-mat.stat-mech #math-ph #math.MP
paper · pdf · doi:10.1088/1751-8113/46/35/355002
published in Journal of Physics A Mathematical and Theoretical 46(35), 355002 (Institute of Physics) · 11 pages, no figure
arxiv created 2013/05/06 · openalex publication_date 2013/08/12 · arxiv updated 2015/06/15 · openalex created_date 2016/06/24 · openalex updated_date 2026/08/06
In a recent contribution, Dotsenko establishes a Fredholm determinant formula for the two-point distribution of the Kardar–Parisi–Zhang equation in the long time limit and starting from narrow wedge initial conditions. We establish that his expression is identical to the Fredholm determinant resulting from the Airy 2 process.