论文标题
Riemann Hilbert的方法,用于研究与Pearcey过程相关的生成功能
A Riemann Hilbert approach to the study of the generating function associated to the Pearcey process
论文作者
论文摘要
使用Riemann-Hilbert方法,我们为Pearcey过程的占用数字的生成函数建立了一个Tracy-Widom公式。该公式与第三顺序的耦合向量微分方程相关。我们还获得了非线性耦合热方程。结合这两个方程,我们获得了Pearcey过程生成函数对数的PDE。
Using Riemann-Hilbert methods, we establish a Tracy-Widom like formula for the generating function of the occupancy numbers of the Pearcey process. This formula is linked to a coupled vector differential equation of order three. We also obtain a non linear coupled heat equation. Combining these two equations we obtain a PDE for the logarithm of the the generating function of the Pearcey process.