Random matrix theory and integrable systems
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Airy processeigenvalue distributionintegrable systemsnon-intersecting Brownian motionsrandom matrix theory
Random matrices (algebraic aspects) (15B52) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Completely integrable infinite-dimensional Hamiltonian and Lagrangian systems, integration methods, integrability tests, integrable hierarchies (KdV, KP, Toda, etc.) (37K10) Random matrices (probabilistic aspects) (60B20)
Recommendations
- Random matrices, Virasoro algebras, and noncommutative KP.
- Nonintersecting Brownian motions, integrable systems and orthogonal polynomials
- Integrable systems, random matrices, and random processes
- Some open problems in random matrix theory and the theory of integrable systems. II
- Operator limits of random matrices
Cited in
(15)- Combinatorics of dispersionless integrable systems and universality in random matrix theory
- Signatures of random matrices in physical systems
- Random matrices, Virasoro algebras, and noncommutative KP.
- Non-extensive random matrix theory -- a bridge connecting chaotic and regular dynamics
- scientific article; zbMATH DE number 5366605 (Why is no real title available?)
- Nonintersecting Brownian motions, integrable systems and orthogonal polynomials
- scientific article; zbMATH DE number 1217746 (Why is no real title available?)
- Non-Hermitian Random Matrices and Integrable Quantum Hamiltonians
- A brief review of interdisciplinary studies related to integrable systems and orthogonal polynomials
- Some open problems in random matrix theory and the theory of integrable systems. II
- A Dynamical Approach to Random Matrix Theory
- Random matrix models, double-time Painlevé equations, and wireless relaying
- Random matrices, vertex operators and the Virasoro algebra
- On the partial connection between random matrices and interacting particle systems
- Random matrix theories and exactly solvable models
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