Random matrices, random processes and integrable systems

DOI10.1007/978-1-4419-9514-8MaRDI QIDQ630769zbMATH OpenOpenAlexFDO

Authors

Publication date 21 March 2011

Published in CRM Series in Mathematical Physics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0603543

Mathematics Subject Classification ID

Collections of articles of miscellaneous specific interest (00B15) Proceedings, conferences, collections, etc. pertaining to linear algebra (15-06) Random matrices (algebraic aspects) (15B52) Approximation methods and numerical treatment of dynamical systems (37M99) Proceedings, conferences, collections, etc. pertaining to probability theory (60-06) Random matrices (probabilistic aspects) (60B20)

Abstract: This is an expository account of the edge eigenvalue distributions in random matrix theory and their application in multivariate statistics. The emphasis is on the Painlev'e representations of these distributions.

Cited in

(14)

• Signatures of random matrices in physical systems
• Rarefaction waves of the Korteweg-de Vries equation via nonlinear steepest descent
• On the non-commutative fractional Wishart process
• PDE Methods in Random Matrix Theory
• The KPZ Equation and Moments of Random Matrices
• A Dynamical Approach to Random Matrix Theory
• Embedded random matrix ensembles for complexity and chaos in finite interacting particle systems
• Hamiltonian structure of rational isomonodromic deformation systems
• The complex elliptic Ginibre ensemble at weak non-Hermiticity: edge spacing distributions
• Random surfaces and lattice Yang-Mills
• Soliton synchronization with randomness: rogue waves and universality
• Hirota, Fay and geometry
• Entropy and spectrum of near-extremal black holes: semiclassical brane solutions to non-perturbative problems
• Exact null octagon

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