{"title":"A Riemann Hilbert Approach to the Study of the Generating Function Associated to the Pearcey Process","authors":"Thomas Chouteau","doi":"10.1007/s11040-023-09455-8","DOIUrl":null,"url":null,"abstract":"<div><p>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.</p></div>","PeriodicalId":694,"journal":{"name":"Mathematical Physics, Analysis and Geometry","volume":null,"pages":null},"PeriodicalIF":0.9000,"publicationDate":"2023-04-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Mathematical Physics, Analysis and Geometry","FirstCategoryId":"100","ListUrlMain":"https://link.springer.com/article/10.1007/s11040-023-09455-8","RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"MATHEMATICS, APPLIED","Score":null,"Total":0}
引用次数: 1
Abstract
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.
期刊介绍：
MPAG is a peer-reviewed journal organized in sections. Each section is editorially independent and provides a high forum for research articles in the respective areas.
The entire editorial board commits itself to combine the requirements of an accurate and fast refereeing process.
The section on Probability and Statistical Physics focuses on probabilistic models and spatial stochastic processes arising in statistical physics. Examples include: interacting particle systems, non-equilibrium statistical mechanics, integrable probability, random graphs and percolation, critical phenomena and conformal theories. Applications of probability theory and statistical physics to other areas of mathematics, such as analysis (stochastic pde''s), random geometry, combinatorial aspects are also addressed.
The section on Quantum Theory publishes research papers on developments in geometry, probability and analysis that are relevant to quantum theory. Topics that are covered in this section include: classical and algebraic quantum field theories, deformation and geometric quantisation, index theory, Lie algebras and Hopf algebras, non-commutative geometry, spectral theory for quantum systems, disordered quantum systems (Anderson localization, quantum diffusion), many-body quantum physics with applications to condensed matter theory, partial differential equations emerging from quantum theory, quantum lattice systems, topological phases of matter, equilibrium and non-equilibrium quantum statistical mechanics, multiscale analysis, rigorous renormalisation group.
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