Random matrix central limit theorems for nonintersecting random walks
From MaRDI portal
Publication:2456030
DOI10.1214/009117906000001105zbMath1131.60015arXivmath/0605212OpenAlexW2086555146MaRDI QIDQ2456030
Publication date: 17 October 2007
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0605212
Riemann-Hilbert problemstrong approximationStieltjes-Wigert polynomialssine kernelTracy-Widom distributionnonintersecting random walks
Related Items
Nonintersecting Brownian motions on the unit circle, Plancherel-Rotach asymptotics for \(q\)-orthogonal polynomials, Global Asymptotics for Meixner-Pollaczek Polynomials with a Varying Parameter, Non-intersecting Brownian bridges and the Laguerre orthogonal ensemble, Brownian Gibbs property for Airy line ensembles, Uniform asymptotics for Meixner-Pollaczek polynomials with varying parameters, Correlation functions of XX0 Heisenberg chain, \(q\)-binomial determinants, and random walks, Nonintersecting Brownian bridges on the unit circle with drift, Sparse regular random graphs: spectral density and eigenvectors, Non-intersecting squared Bessel paths and multiple orthogonal polynomials for modified Bessel weights, Phase structure of XX0 spin chain and nonintersecting Brownian motion, Riemannian Gaussian distributions, random matrix ensembles and diffusion kernels, GLOBAL ASYMPTOTICS OF STIELTJES–WIGERT POLYNOMIALS, Global and local scaling limits for the β = 2 Stieltjes–Wigert random matrix ensemble, Complex (super)-matrix models with external sources and q-ensembles of Chern–Simons and ABJ(M) type, Determinantal martingales and correlations of noncolliding random walks, Random walks in cones
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Coincidence probabilities
- Uniform asymptotics of the Stieltjes-Wigert polynomials via the Riemann-Hilbert approach
- Strong asymptotics of Laguerre-type orthogonal polynomials and applications in random matrix theory
- Walks, walls, wetting, and melting
- Discrete Painlevé equations and their appearance in quantum gravity
- New results on the equilibrium measure for logarithmic potentials in the presence of an external field
- Universality of the local eigenvalue statistics for a class of unitary invariant random matrix ensembles
- Scale invariance of the PNG droplet and the Airy process
- Discrete polynuclear growth and determinantal processes
- Universality for eigenvalue correlations at the origin of the spectrum
- Universality at the edge of the spectrum in Wigner random matrices.
- On the distribution of the length of the second row of a Young diagram under Plancherel measure
- A system of differential equations for the Airy process
- Correlation functions, cluster functions, and spacing distributions for random matrices
- Semiclassical asymptotics of orthogonal polynomials, Riemann-Hilbert problem, and universality in the matrix model
- Non-intersecting paths, random tilings and random matrices
- A representation for non-colliding random walks
- Properties of an exact crystalline many-body ground state
- Shape fluctuations and random matrices
- A universality property for last-passage percolation paths close to the axis
- Eynard-Mehta theorem, Schur process, and their Pfaffian analogs
- PDEs for the joint distributions of the Dyson, Airy and Sine processes
- Random walks and random permutations
- Universality at the edge of the spectrum for unitary, orthogonal, and symplectic ensembles of random matrices
- A Brownian-Motion Model for the Eigenvalues of a Random Matrix
- An approximation of partial sums of independent RV's, and the sample DF. II
- An approximation of partial sums of independent RV'-s, and the sample DF. I
- On the distribution of the length of the longest increasing subsequence of random permutations
- Longest increasing subsequences: from patience sorting to the Baik-Deift-Johansson theorem
- Uniform asymptotics for polynomials orthogonal with respect to varying exponential weights and applications to universality questions in random matrix theory
- Matrices coupled in a chain: I. Eigenvalue correlations
- Asymptotics of Plancherel measures for symmetric groups
- Universality in Random Matrix Theory for orthogonal and symplectic ensembles
- A model for the bus system in Cuernavaca (Mexico)
- A remark on a theorem of Chatterjee and last passage percolation
- Discrete orthogonal polynomial ensembles and the Plancherel measure
- Universality of the local spacing distribution in certain ensembles of Hermitian Wigner matrices
- A Fredholm determinant identity and the convergence of moments for random Young tableaux