Abstract. Some significant quantities in mathematics and physics are most naturally expressed as the Fredholm determinant of an integral operator, most notably many of the distribution functions in random matrix theory. Though their numerical values are of interest, there is no systematic numerical treatment of Fredholm determinants to be found in the literature. Instead, the few numerical evaluations that are available rely on eigenfunction expansions of the operator, if expressible in terms of special functions, or on alternative, numerically more straightforwardly accessible analytic expressions, e.g., in terms of Painlevé transcendents, that have masterfully been derived in some cases. In this paper we close the gap in the literature by studying projection methods and, above all, a simple, easily implementable, general method for the numerical evaluation of Fredholm determinants that is derived from the classical Nyström method for the solution of Fredholm equations of the second kind. Using Gauss–Legendre or Clenshaw– Curtis as the underlying quadrature rule, we prove that the approximation error essentially behaves like the quadrature error for the sections of the kernel. In particular, we get exponential convergence for analytic kernels, which are typical in random matrix theory. The application of the method to the distribution functions of the Gaussian unitary ensemble (GUE), in the bulk and the edge scaling limit, is discussed in detail. After extending the method to systems of integral operators, we evaluate the twopoint correlation functions of the more recently studied Airy and Airy 1 processes. Key words. Fredholm determinant, Nyström’s method, projection method, trace class operators, random

We consider a new interacting particle system on the onedimensional lattice that interpolates between TASEP and Toom’s model: A particle cannot jump to the right if the neighboring site is occupied, and when jumping to the left it simply pushes all the neighbors that block its way. We prove that for flat and step initial conditions, the large time fluctuations of the height function of the associated growth model along any space-like path are described by the Airy1 and Airy2 processes. This includes fluctuations of the height profile for a fixed time and fluctuations of a tagged particle’s trajectory as special cases. 1

The studies of fluctuations of the one-dimensional Kardar-Parisi-Zhang universality class using the techniques from random matrix theory are reviewed from the point of view of the asymmetric simple exclusion process. We explain the basics of random matrix techniques, the connections to the polynuclear growth models and a method using the Green’s function. 1

Abstract Using a systematic approach to evaluate Fredholm determinants numerically, we provide convincing evidence that the Airy1-process, arising as a limit law in stochastic surface growth, is not the limit law for the evolution of the largest eigenvalue in GOE matrix diffusion.

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 Kardar-Parisi-Zhang (KPZ) universality class and underlying it is, again, a continuum object – a non-linear 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 one-point 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.

Abstract. The basic model of the non-equilibrium low dimensional physics the so-called totally asymmetric exclusion process is related to the ‘crystalline limit ’ (q → ∞) of the SUq(2) quantum algebra. Using the quantum inverse scattering method we obtain the exact expression for the time-dependent stationary correlation function of the totally asymmetric simple exclusion process on a one dimensional lattice with the periodic boundary conditions. Key words: quantum inverse method; algebraic Bethe ansatz; asymmetric exclusion process 2000 Mathematics Subject Classification: 82C23; 81R50 1

Abstract: In this paper we obtain general integral formulas for probabilities in the asymmetric simple exclusion process (ASEP) on the integer lattice Z with nearest neighbor hopping rates p to the right and q = 1 − p to the left. For the most part we consider an N-particle system but for certain of these formulas we can take the N →∞limit. First we obtain, for the N-particle system, a formula for the probability of a configuration at time t, given the initial configuration. For this we use Bethe Ansatz ideas to solve the master equation, extending a result of Schütz for the case N = 2. The main results of the paper, derived from this, are integral formulas for the probability, for given initial configuration, that the m th left-most particle is at x at time t. In one of these formulas we can take the N →∞limit, and it gives the probability for an infinite system where the initial configuration is bounded on one side. For the special case of the totally asymmetric simple exclusion process (TASEP) our formulas reduce to the known ones. I

In [5] we studied an interacting particle system which can be also interpreted as a stochastic growth model. This model belongs to the anisotropic KPZ class in 2 + 1 dimensions. In this paper we present the results that are relevant from the perspective of stochastic growth models, in particular: (a) the surface fluctuations are asymptotically Gaussian on a √ ln t scale and (b) the correlation structure of the surface is asymptotically given by the massless field. 1

the gap probability generating function at the spectrum edge in the case of orthogonal symmetry

Abstract: We develop an exact determinantal formula for the probability that the Airy2 process is bounded by a function g on a finite interval. As an application, we provide a direct proof that sup(A2(x) − x 2) is distributed as a GOE random variable. Both the continuum formula and the GOE result have applications in the study of the end point of an unconstrained directed polymer in a disordered environment. We explain Johansson’s (Commun. Math. Phys. 242(1–2):277–329, 2003) observation that the GOE result follows from this polymer interpretation and exact results within that field. In a companion paper (Moreno Flores et al. in Commun. Math. Phys. 2012) these continuum statistics are used to compute the distribution of the endpoint of directed polymers. 1.