Random and integrable models in mathematics and physics

DOI10.1007/978-1-4419-9514-8_1zbMATH Open1252.15043arXiv0712.3847OpenAlexW1503514293MaRDI QIDQ2908883FDOQ2908883

Authors: Pierre van Moerbeke 

Publication date: 29 August 2012

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

Abstract: This set of Montreal lectures is an elementary and sketchy introduction to the general field of random matrices. The first half is devoted to combinatorial models, whereas the second half deals with random matrix questions(GUE, etc...).

Full work available at URL: https://arxiv.org/abs/0712.3847

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zbMATH Keywords

random matrixwordsorthogonal polynomialslimit theoremVirasoro constraintKP equationgeneralized permutations and percolationHermitian matrix ensemblesmatrix ensembleToeplitz and Fredholm determinants

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Hermitian, skew-Hermitian, and related matrices (15B57) Determinants, permanents, traces, other special matrix functions (15A15) Toeplitz, Cauchy, and related matrices (15B05) Completely integrable finite-dimensional Hamiltonian systems, integration methods, integrability tests (37J35) Completely integrable infinite-dimensional Hamiltonian and Lagrangian systems, integration methods, integrability tests, integrable hierarchies (KdV, KP, Toda, etc.) (37K10)

Cited In (17)

• Matrix kernels for measures on partitions
• BKP hierarchy and Pfaffian point process
• Phase transitions and equilibrium measures in random matrix models
• Nonintersecting random walks in the neighborhood of a symmetric tacnode
• Universal structure and universal equations (PDE) for unitary ensembles
• Title not available (Why is that?)
• Title not available (Why is that?)
• Random models and solvable Skolem classes
• Combinatorics and random matrix theory
• Title not available (Why is that?)
• Empirical scaling of the length of the longest increasing subsequences of random walks
• Title not available (Why is that?)
• Double Aztec diamonds and the tacnode process
• Integrable lattices: Random matrices and random permutations
• Title not available (Why is that?)
• Integrable systems, random matrices, and random processes
• Random models and the Maslov class

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