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Dyson Brownian Motion and extended airy process

Open lovvge opened this issue 5 years ago • 3 comments

have code for the demonstration.

lovvge avatar Oct 15 '19 15:10 lovvge

Claiming this project.

dkonomis-zz avatar Oct 15 '19 15:10 dkonomis-zz

i would start with adding two GUE's and doing an extended Airy process with two time points

for example, from https://www.emis.de/journals/EJP-ECP/article/download/1074/1074-3531-1-PB.pdf take m=2 in Section II

alanedelman avatar Oct 15 '19 16:10 alanedelman

add to dimitris notebook

alanedelman avatar Nov 03 '20 17:11 alanedelman