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Numerical calculation for persistence probability of Airy1 process

Important usage condition: Use and redistribution are governed by MIT. Review and comply with the license before using the data.
Persistent identifier
doi:10.60507/FK2/ANX3PQ
Published version
1.0
Publication date
2024-02-16
License
MIT

Description

Via Bornemann's method (arxiv: 0804.2543), we provide a numerical calculation for persistence probability of Airy1 process.

Creators

Keywords

Fredholm determinant, Airy process, numerical calculation

Files

Before downloading: Use and redistribution are governed by MIT. Review and comply with the license before using the data.
FileTypeBytesChecksum
dataAnalysis.nbapplication/vnd.wolfram.nb20767MD5 2b2b1efffbac1b57e78c9d5ab7c427e3
test.mapplication/vnd.wolfram.mathematica.package765MD5 ec72f32d169cedb4de8a4da77d94c671
persistenceProbability.mapplication/vnd.wolfram.mathematica.package1430MD5 ef5d30b316136f9eafc40a1c0401e01e
License.txttext/plain1085MD5 a2e2341a3a347194780a745ea62fbbf5
Install.txttext/plain474MD5 6b06078f8002227e3007bc3933bfd09b
Contents.txttext/plain151MD5 a270601e46277092d9692602aa91f2e9

Citation

Ferrari, Patrik; Liu, Min, 2024-02-16, Numerical calculation for persistence probability of Airy1 process, doi:10.60507/FK2/ANX3PQ, V1.0

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