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58
Discrete orthogonal polynomial ensembles and the Plancherel measure
, 2001
"... We consider discrete orthogonal polynomial ensembles which are discrete analogues of the orthogonal polynomial ensembles in random matrix theory. These ensembles occur in certain problems in combinatorial probability and can be thought of as probability measures on partitions. The Meixner ensemble i ..."
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Cited by 194 (10 self)
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We consider discrete orthogonal polynomial ensembles which are discrete analogues of the orthogonal polynomial ensembles in random matrix theory. These ensembles occur in certain problems in combinatorial probability and can be thought of as probability measures on partitions. The Meixner ensemble is related to a twodimensional directed growth model, and the Charlier ensemble is related to the lengths of weakly increasing subsequences in random words. The Krawtchouk ensemble occurs in connection with zigzag paths in random domino tilings of the Aztec diamond, and also in a certain simplified directed firstpassage percolation model. We use the Charlier ensemble to investigate the asymptotics of weakly increasing subsequences in random words and to prove a conjecture of Tracy and Widom. As a limit of the Meixner ensemble or the Charlier ensemble we obtain the Plancherel measure on partitions, and using this we prove a conjecture of Baik, Deift and Johansson that under the Plancherel measure, the distribution of the lengths of the first k rows in the partition, appropriately scaled, converges to the asymptotic joint distribution for the k largest eigenvalues of a random matrix from the Gaussian Unitary Ensemble. In this problem a certain discrete kernel, which we call the discrete Bessel kernel, plays an important role.
Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices
, 2008
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THE KARDARPARISIZHANG EQUATION AND UNIVERSALITY CLASS
, 2011
"... Brownian motion is a continuum scaling limit for a wide class of random processes, and there has been great success in developing a theory for its properties (such as distribution functions or regularity) and expanding the breadth of its universality class. Over the past twenty five years a new univ ..."
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Cited by 101 (15 self)
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Brownian motion is a continuum scaling limit for a wide class of random processes, and there has been great success in developing a theory for its properties (such as distribution functions or regularity) and expanding the breadth of its universality class. Over the past twenty five years a new universality class has emerged to describe a host of important physical and probabilistic models (including one dimensional interface growth processes, interacting particle systems and polymers in random environments) which display characteristic, though unusual, scalings and new statistics. This class is called the KardarParisiZhang (KPZ) universality class and underlying it is, again, a continuum object – a nonlinear stochastic partial differential equation – known as the KPZ equation. The purpose of this survey is to explain the context for, as well as the content of a number of mathematical breakthroughs which have culminated in the derivation of the exact formula for the distribution function of the KPZ equation started with narrow wedge initial data. In particular we emphasize three topics: (1) The approximation of the KPZ equation through the weakly asymmetric simple exclusion process; (2) The derivation of the exact onepoint distribution of the solution to the KPZ equation with narrow wedge initial data; (3) Connections with directed polymers in random media. As the purpose of this article is to survey and review, we make precise statements but provide only heuristic arguments with indications of the technical complexities necessary to make such arguments mathematically rigorous.
Crossings and nestings of matchings and partitions
 TRANS. AMER. MATH. SOC
, 2007
"... We present results on the enumeration of crossings and nestings for matchings and set partitions. Using a bijection between partitions and vacillating tableaux, we show that if we fix the sets of minimal block elements and maximal block elements, the crossing number and the nesting number of parti ..."
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Cited by 83 (20 self)
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We present results on the enumeration of crossings and nestings for matchings and set partitions. Using a bijection between partitions and vacillating tableaux, we show that if we fix the sets of minimal block elements and maximal block elements, the crossing number and the nesting number of partitions have a symmetric joint distribution. It follows that the crossing numbers and the nesting numbers are distributed symmetrically over all partitions of [n], as well as over all matchings on [2n]. As a corollary, the number of knoncrossing partitions is equal to the number of knonnesting partitions. The same is also true for matchings. An application is given to the enumeration of matchings with no kcrossing (or with no knesting).
Application of the τfunction theory of Painlevé equations to random matrices
 PV, PIII, the LUE, JUE and CUE
, 2002
"... Okamoto has obtained a sequence of τfunctions for the PVI system expressed as a double Wronskian determinant based on a solution of the Gauss hypergeometric equation. Starting with integral solutions of the Gauss hypergeometric equation, we show that the determinant can be reexpressed as multidim ..."
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Cited by 76 (21 self)
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Okamoto has obtained a sequence of τfunctions for the PVI system expressed as a double Wronskian determinant based on a solution of the Gauss hypergeometric equation. Starting with integral solutions of the Gauss hypergeometric equation, we show that the determinant can be reexpressed as multidimensional integrals, and these in turn can be identified with averages over the eigenvalue probability density function for the Jacobi unitary ensemble (JUE), and the Cauchy unitary ensemble (CyUE) (the latter being equivalent to the circular Jacobi unitary ensemble (cJUE)). Hence these averages, which depend on four continuous parameters and the discrete parameter N, can be characterised as the solution of the second order second degree equation satisfied by the Hamiltonian in the PVI theory. We show that the Hamiltonian also satisfies an equation related to the discrete PV equation, thus providing an alternative characterisation in terms of a difference equation. In the case of the cJUE, the spectrum singularity scaled limit is considered, and the evaluation of a certain four parameter average is given in terms of the general PV transcendent in σ form. Applications are given to the evaluation of the spacing distribution for the circular unitary ensemble (CUE) and its scaled counterpart, giving formulas more succinct than those known previously; to expressions for the hard edge gap probability in the scaled Laguerre orthogonal ensemble (LOE) (parameter a a nonnegative
Orthogonal polynomial ensembles in probability theory
 Prob. Surv
, 2005
"... Abstract: We survey a number of models from physics, statistical mechanics, probability theory and combinatorics, which are each described in terms of an orthogonal polynomial ensemble. The most prominent example is apparently the Hermite ensemble, the eigenvalue distribution of the Gaussian Unitary ..."
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Cited by 63 (1 self)
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Abstract: We survey a number of models from physics, statistical mechanics, probability theory and combinatorics, which are each described in terms of an orthogonal polynomial ensemble. The most prominent example is apparently the Hermite ensemble, the eigenvalue distribution of the Gaussian Unitary Ensemble (GUE), and other wellknown ensembles known in random matrix theory like the Laguerre ensemble for the spectrum of Wishart matrices. In recent years, a number of further interesting models were found to lead to orthogonal polynomial ensembles, among which the corner growth model, directed last passage percolation, the PNG droplet, noncolliding random processes, the length of the longest increasing subsequence of a random permutation, and others. Much attention has been paid to universal classes of asymptotic behaviors of these models in the limit of large particle numbers, in particular the spacings between the particles and the fluctuation behavior of the largest particle. Computer simulations suggest that the connections go even farther
Fluctuations of the onedimensional polynuclear growth model in half space
 J. STAT. PHYS
, 2004
"... We consider the multipoint equal time height fluctuations of a onedimensional polynuclear growth model in a half space. For special values of the nucleation rate at the origin, the multilayer version of the model is reduced to a determinantal process, for which the asymptotics can be analyzed. In ..."
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Cited by 54 (9 self)
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We consider the multipoint equal time height fluctuations of a onedimensional polynuclear growth model in a half space. For special values of the nucleation rate at the origin, the multilayer version of the model is reduced to a determinantal process, for which the asymptotics can be analyzed. In the scaling limit, the fluctuations near the origin are shown to be equivalent to those of the largest eigenvalue of the orthogonal/symplectic to unitary transition ensemble at soft edge in random matrix theory.