Harold Widom's work in random matrix theory

DOI10.1090/BULL/1757zbMATH Open1486.60011arXiv2201.05665OpenAlexW4213184372MaRDI QIDQ5067415FDOQ5067415

Authors: Ivan Corwin, A. R. Its, Percy A. Deift 

Publication date: 1 April 2022

Published in: Bulletin of the American Mathematical Society (Search for Journal in Brave)

Abstract: This is a survey of Harold Widom's work in random matrices. We start with his pioneering papers on the sine-kernel determinant, continue with his and Craig Tracy's groundbreaking results concerning the distribution functions of random matrix theory, touch on the remarkable universality of the Tracy-Widom distributions in mathematics and physics, and close with Tracy and Widom's remarkable work on the asymmetric simple exclusion process.

Full work available at URL: https://arxiv.org/abs/2201.05665

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zbMATH Keywords

integrable systemsrandom matricesinteracting particle systemsPainlevé equations

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Painlevé and other special ordinary differential equations in the complex domain; classification, hierarchies (34M55) Interacting particle systems in time-dependent statistical mechanics (82C22)

Cites Work

• The chebop system for automatic solution of differential equations
• On orthogonal and symplectic matrix ensembles
• Asymptotics in ASEP with step initial condition
• Level-spacing distributions and the Airy kernel
• Shape fluctuations and random matrices
• Integrable probability: from representation theory to MacDonald processes
• The Kardar-Parisi-Zhang equation and universality class
• Two Ways to Solve ASEP
• Title not available (Why is that?)
• On the distribution of the length of the longest increasing subsequence of random permutations
• Lectures on integrable probability
• Macdonald processes, quantum integrable systems and the Kardar-Parisi-Zhang universality class
• Asymptotics of Tracy-Widom distributions and the total integral of a Painlevé II function
• A Fredholm determinant representation in ASEP
• A boundary value problem associated with the second Painleve transcendent and the Korteweg-de Vries equation
• Quantum field theory techniques in graphical enumeration
• Interaction of Markov processes
• A Fredholm determinant formula for Toeplitz determinants
• On a Toeplitz determinant identity of Borodin and Okounkov
• The spectrum edge of random matrix ensembles.
• Scattering theory and polynomials orthogonal on the unit circle
• Title not available (Why is that?)
• Uniform asymptotics for polynomials orthogonal with respect to varying exponential weights and applications to universality questions in random matrix theory
• Spectral theory for interacting particle systems solvable by coordinate Bethe ansatz
• Title not available (Why is that?)
• Density matrix of an impenetrable Bose gas and the fifth Painlevé transcendent
• New results on the equilibrium measure for logarithmic potentials in the presence of an external field
• Exact solution of the master equation for the asymmetric exclusion process
• Higher spin six vertex model and symmetric rational functions
• Title not available (Why is that?)
• Title not available (Why is that?)
• A variational problem for random Young tableaux
• Title not available (Why is that?)
• Statistical Theory of the Energy Levels of Complex Systems. I
• A Riemann-Hilbert approach to asymptotic problems arising in the theory of random matrix models, and also in the theory of integrable statistical mechanics
• The asymptotics of monotone subsequences of involutions
• On fluctuations of eigenvalues of random Hermitian matrices.
• Longest increasing subsequences: from patience sorting to the Baik-Deift-Johansson theorem
• The one-dimensional KPZ equation and its universality class
• Fredholm determinants, differential equations and matrix models
• Current distribution and random matrix ensembles for an integrable asymmetric fragmentation process
• Correlation functions, cluster functions, and spacing distributions for random matrices
• Universality of Wigner random matrices: a survey of recent results
• Universality at the edge of the spectrum for unitary, orthogonal, and symplectic ensembles of random matrices
• Limit theorems for height fluctuations in a class of discrete space and time growth models
• Title not available (Why is that?)
• Asymptotics of the Airy-kernel determinant
• Universality at the edge of the spectrum in Wigner random matrices.
• Whittaker functions and related stochastic processes
• Fredholm determinants and inverse scattering problems
• Determinantal point processes
• Exactly solved models: A journey in statistical mechanics. Selected papers with commentaries (1963-2008).
• On ASEP with step Bernoulli initial condition
• Title not available (Why is that?)
• Title not available (Why is that?)
• Dyson's constant in the asymptotics of the Fredholm determinant of the sine kernel
• Title not available (Why is that?)
• Asymptotics of the partition function of a random matrix model.
• Current fluctuations for the totally asymmetric simple exclusion process
• DIFFERENTIAL EQUATIONS FOR QUANTUM CORRELATION FUNCTIONS
• Erratum to: ``Integral formulas for the asymmetric simple exclusion process
• On the relation between orthogonal, symplectic and unitary matrix ensembles
• Universality for mathematical and physical systems
• Toeplitz Determinants with Singular Generating Functions
• Universality in Random Matrix Theory for orthogonal and symplectic ensembles
• Title not available (Why is that?)
• Title not available (Why is that?)
• The asymptotics of a continuous analogue of orthogonal polynomials
• Title not available (Why is that?)
• Asymptotics for the Fredholm determinant of the sine kernel on a union of intervals
• Asymptotic behavior of spacing distributions for the eigenvalues of random matrices
• Deformation analysis of matrix models
• Title not available (Why is that?)
• Observables of coloured stochastic vertex models and their polymer limits
• Commentary on “Longest increasing subsequences: from patience sorting to the Baik–Deift–Johansson theorem” by David Aldous and Persi Diaconis
• Harold Widom’s work in Toeplitz operators

Cited In (2)

• Harold Widom’s work in Toeplitz operators
• Biography of Harold Widom

Uses Software

• chebop

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