Integrable systems, random matrices, and random processes

DOI10.1007/978-1-4419-9514-8_2MaRDI QIDQ2908884zbMATH OpenOpenAlexFDO

Authors Mark Adler

Publication date 29 August 2012

Published in Random Matrices, Random Processes and Integrable Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-1-4419-9514-8_2

zbMATH Keywords

2-Toda latticeAiry processDyson Brownian motionHirota symbolintegrable systemsmatrix integralsPearcey distributionrandom matrixrandom processsolitonsunitary integrals

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Completely integrable finite-dimensional Hamiltonian systems, integration methods, integrability tests (37J35) Brownian motion (60J65)

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Cited in

(20)

• Combinatorics of dispersionless integrable systems and universality in random matrix theory
• Random matrix theory in lattice statistical mechanics
• Random matrices, Virasoro algebras, and noncommutative KP.
• Random matrix theory and integrable systems
• Random matrices in 2D, Laplacian growth and operator theory
• The birth of a random matrix
• Discrete Tracy–Widom operators
• Solution of a random chain problem: an approach using canonical variables of an integrable system
• scientific article; zbMATH DE number 1555858 (Why is no real title available?)
• The application of random matrices in mathematical physics
• History -- an overview
• Integrable probability: stochastic vertex models and symmetric functions
• Lectures on integrable probability
• Harold Widom's work in random matrix theory
• Some open problems in random matrix theory and the theory of integrable systems. II
• Stochastic processes and random matrices. Lecture notes of the Les Houches summer school. Volume 104, Les Houches, France, July 6--31, 2015
• Preface
• COMBINATORICS AND INTEGRABLE GEOMETRY
• The correspondence between Tracy–Widom and Adler–Shiota–van Moerbeke approaches in random matrix theory: The Gaussian case
• Solitons and normal random matrices

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