Shape fluctuations and random matrices (Q1971566)
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Shape fluctuations and random matrices (English)
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27 September 2001
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In a series of important problems in probability theory and combinatorics the variables of interest can be expressed in terms of Fredholm determinants. Asymptotic properties of the expressions of this type are deeply studied in the spectral theory of large random matrices. It is shown that certain characteristics of the random growth model asymptotically coincide with the distribution of the maximal eigenvalues of the ensemble of \(N\)-dimensional Hermitian matrices whose entries are jointly independent Gaussian random variables.
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random matrices
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eigenvalue
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Young tableaux
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Fredholm determinants
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asymptotic
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spectral theory
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maximal eigenvalues
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Hermitian matrices
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