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179
Discrete Polynuclear Growth and Determinantal processes
 Comm. Math. Phys
, 2003
"... Abstract. We consider a discrete polynuclear growth (PNG) process and prove a functional limit theorem for its convergence to the Airy process. This generalizes previous results by Prähofer and Spohn. The result enables us to express the F1 GOE TracyWidom distribution in terms of the Airy process. ..."
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Cited by 171 (11 self)
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Abstract. We consider a discrete polynuclear growth (PNG) process and prove a functional limit theorem for its convergence to the Airy process. This generalizes previous results by Prähofer and Spohn. The result enables us to express the F1 GOE TracyWidom distribution in terms of the Airy process. We also show some results and give a conjecture about the transversal fluctuations in a point to line last passage percolation problem. 1. Introduction and
of the Local Spacing Distribution in Certain Ensembles of Hermitian Wigner
 Matrices, Commun. Math. Phys
, 2001
"... Abstract. Consider an N × N hermitian random matrix with independent entries, not necessarily Gaussian, a so called Wigner matrix. It has been conjectured that the local spacing distribution, i.e. the distribution of the distance between nearest neighbour eigenvalues in some part of the spectrum is, ..."
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Cited by 102 (5 self)
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Abstract. Consider an N × N hermitian random matrix with independent entries, not necessarily Gaussian, a so called Wigner matrix. It has been conjectured that the local spacing distribution, i.e. the distribution of the distance between nearest neighbour eigenvalues in some part of the spectrum is, in the limit as N → ∞, the same as that of hermitian random matrices from GUE. We prove this conjecure for a certain subclass of hermitian Wigner matrices. 1. Introduction and
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.
Brownian Motion in a Weyl Chamber, NonColliding Particles, and Random Matrices
, 1997
"... . Let n particles move in standard Brownian motion in one dimension, with the process terminating if two particles collide. This is a specific case of Brownian motion constrained to stay inside a Weyl chamber; the Weyl group for this chamber is An\Gamma1 , the symmetric group. For any starting posit ..."
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Cited by 90 (2 self)
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. Let n particles move in standard Brownian motion in one dimension, with the process terminating if two particles collide. This is a specific case of Brownian motion constrained to stay inside a Weyl chamber; the Weyl group for this chamber is An\Gamma1 , the symmetric group. For any starting positions, we compute a determinant formula for the density function for the particles to be at specified positions at time t without having collided by time t. We show that the probability that there will be no collision up to time t is asymptotic to a constant multiple of t \Gamman(n\Gamma1)=4 as t goes to infinity, and compute the constant as a polynomial of the starting positions. We have analogous results for the other classical Weyl groups; for example, the hyperoctahedral group Bn gives a model of n independent particles with a wall at x = 0. We can define Brownian motion on a Lie algebra, viewing it as a vector space; the eigenvalues of a point in the Lie algebra correspond to a point ...
Fluctuation properties of the TASEP with periodic initial configuration
, 2006
"... We consider the joint distributions of particle positions for the continuous time totally asymmetric simple exclusion process (TASEP). They are expressed as Fredholm determinants with a kernel defining a signed determinantal point process. We then consider certain periodic initial conditions and det ..."
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Cited by 70 (36 self)
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We consider the joint distributions of particle positions for the continuous time totally asymmetric simple exclusion process (TASEP). They are expressed as Fredholm determinants with a kernel defining a signed determinantal point process. We then consider certain periodic initial conditions and determine the kernel in the scaling limit. This result has been announced first in a letter by one of us [27] and here we provide a selfcontained derivation. Connections to last passage directed percolation and random matrices are also briefly discussed.
Bulk universality for Wigner matrices
"... We consider N × N Hermitian Wigner random matrices H where the probability density for each matrix element is given by the density ν(x) = e −U(x). We prove that the eigenvalue statistics in the bulk is given by Dyson sine kernel provided that U ∈ C 6 (R) with at most polynomially growing derivative ..."
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Cited by 68 (26 self)
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We consider N × N Hermitian Wigner random matrices H where the probability density for each matrix element is given by the density ν(x) = e −U(x). We prove that the eigenvalue statistics in the bulk is given by Dyson sine kernel provided that U ∈ C 6 (R) with at most polynomially growing derivatives and ν(x) ≤ C e −Cx  for x large. The proof is based upon an approximate time reversal of the Dyson Brownian motion combined with the convergence of the eigenvalue density to the Wigner semicircle law on short scales.
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
The Riemann Zeros and Eigenvalue Asymptotics
 SIAM Rev
, 1999
"... Comparison between formulae for the counting functions of the heights t n of the Riemann zeros and of semiclassical quantum eigenvalues En suggests that the t n are eigenvalues of an (unknown) hermitean operator H, obtained by quantizing a classical dynamical system with hamiltonian H cl . Many feat ..."
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Cited by 61 (10 self)
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Comparison between formulae for the counting functions of the heights t n of the Riemann zeros and of semiclassical quantum eigenvalues En suggests that the t n are eigenvalues of an (unknown) hermitean operator H, obtained by quantizing a classical dynamical system with hamiltonian H cl . Many features of H cl are provided by the analogy; for example, the "Riemann dynamics" should be chaotic and have periodic orbits whose periods are multiples of logarithms of prime numbers. Statistics of the t n have a similar structure to those of the semiclassical En ; in particular, they display randommatrix universality at short range, and nonuniversal behaviour over longer ranges. Very refined features of the statistics of the t n can be computed accurately from formulae with quantum analogues. The RiemannSiegel formula for the zeta function is described in detail. Its interpretation as a relation between long and short periodic orbits gives further insights into the quantum spectral fluctuations. We speculate that the Riemann dynamics is related to the trajectories generated by the classical hamiltonian H cl = XP. Key words. spectral asymptotics, number theory AMS subject classifications. 11M26, 11M06, 35P20, 35Q40, 41A60, 81Q10, 81Q50 PII. S0036144598347497 1.
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.