Orthogonal polynomial ensembles in probability theory
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Publication:980745
DOI10.1214/154957805100000177zbMath1189.60024arXivmath/0403090OpenAlexW3105481626MaRDI QIDQ980745
Publication date: 29 June 2010
Published in: Probability Surveys (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0403090
random matrix theoryVandermonde determinantGUEcorner growth modelUlam's problemeigenvalue spacingbulk and edge scalingnoncolliding processesorthogonal polynomial methodtracy-widom distribution
Central limit and other weak theorems (60F05) Interacting particle systems in time-dependent statistical mechanics (82C22) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Combinatorial probability (60C05) Random matrices (algebraic aspects) (15B52) Dynamics of random walks, random surfaces, lattice animals, etc. in time-dependent statistical mechanics (82C41) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
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