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178
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 189 (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.
Longest increasing subsequences: from patience sorting to the BaikDeiftJohansson theorem
 BULL. AMER. MATH. SOC. (N.S
, 1999
"... We describe a simple oneperson card game, patience sorting. Its analysis leads to a broad circle of ideas linking Young tableaux with the longest increasing subsequence of a random permutation via the Schensted correspondence. A recent highlight of this area is the work of BaikDeiftJohansson wh ..."
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Cited by 183 (2 self)
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We describe a simple oneperson card game, patience sorting. Its analysis leads to a broad circle of ideas linking Young tableaux with the longest increasing subsequence of a random permutation via the Schensted correspondence. A recent highlight of this area is the work of BaikDeiftJohansson which yields limiting probability laws via hard analysis of Toeplitz determinants.
Scale invariance of the PNG droplet and the Airy process
 J. Stat. Phys
"... We establish that the static height fluctuations of a particular growth model, the PNG droplet, converges upon proper rescaling to a limit process, which we call the Airy process, A(y). The Airy process is stationary, it has continuous sample paths, its single “time ” (fixed y) distribution is the T ..."
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Cited by 176 (21 self)
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We establish that the static height fluctuations of a particular growth model, the PNG droplet, converges upon proper rescaling to a limit process, which we call the Airy process, A(y). The Airy process is stationary, it has continuous sample paths, its single “time ” (fixed y) distribution is the Tracy–Widom distribution of the largest eigenvalue of a GUE random matrix, and the Airy process has a slow decay of correlations as y−2. Roughly the Airy process describes the last line of Dyson’s Brownian motion model for random matrices. Our construction uses a multi–layer version of the PNG model, which can be analyzed through fermionic techniques. Specializing our result to a fixed value of y, one reobtains the celebrated result of Baik, Deift, and Johansson on the length of the longest increasing subsequence of a random permutation. 1 The PNG droplet The polynuclear growth (PNG) model is a simplified model for layer by layer growth [1, 2]. Initially one has a perfectly flat crystal in contact with its supersaturated vapor. Once in a while a supercritical seed is formed, which then spreads laterally by further attachment of particles at its perimeter sites. Such islands coalesce if they are in the same layer and further islands may be nucleated upon already existing ones. The PNG model ignores the lateral lattice
Universality at the edge of the spectrum in Wigner random matrices
, 2003
"... We prove universality at the edge for rescaled correlation functions of Wigner random matrices in the limit n → +∞. As a corollary, we show that, after proper rescaling, the 1st, 2nd, 3rd, etc. eigenvalues of Wigner random hermitian (or real symmetric) matrix weakly converge to the distributions est ..."
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Cited by 150 (8 self)
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We prove universality at the edge for rescaled correlation functions of Wigner random matrices in the limit n → +∞. As a corollary, we show that, after proper rescaling, the 1st, 2nd, 3rd, etc. eigenvalues of Wigner random hermitian (or real symmetric) matrix weakly converge to the distributions established by Tracy and Widom in G.U.E. (G.O.E.) cases.
Correlation function of Schur process with application to local geometry of a random 3dimensional Young Diagram
, 2001
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Nonintersecting paths, random tilings and random matrices
 Probab. Theory Related Fields
, 2002
"... Abstract. We investigate certain measures induced by families of nonintersecting paths in domino tilings of the Aztec diamond, rhombus tilings of an abchexagon, a dimer model on a cylindrical brick lattice and a growth model. The measures obtained, e.g. the Krawtchouk and Hahn ensembles, have the s ..."
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Cited by 125 (11 self)
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Abstract. We investigate certain measures induced by families of nonintersecting paths in domino tilings of the Aztec diamond, rhombus tilings of an abchexagon, a dimer model on a cylindrical brick lattice and a growth model. The measures obtained, e.g. the Krawtchouk and Hahn ensembles, have the same structure as the eigenvalue measures in random matrix theory like GUE, which can in fact can be obtained from nonintersecting Brownian motions. The derivations of the measures are based on the KarlinMcGregor or LindströmGesselViennot method. We use the measures to show some asymptotic results for the models. 1.
Random matrices and determinantal processes
 Mathematical Statistical Physics, Session LXXXIII: Lecture Notes of the Les Houches Summer School 2005
"... Eigenvalues of random matrices have a rich mathematical structure and are a source of interesting distributions and processes. These distributions are natural statistical models in many problems in quantum physics, [15]. They occur for example, at least conjecturally, in the statistics of spectra of ..."
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Cited by 85 (5 self)
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Eigenvalues of random matrices have a rich mathematical structure and are a source of interesting distributions and processes. These distributions are natural statistical models in many problems in quantum physics, [15]. They occur for example, at least conjecturally, in the statistics of spectra of quantized models
ALGEBRAIC ASPECTS OF INCREASING SUBSEQUENCES
 DUKE MATHEMATICAL JOURNAL VOL. 109, NO. 1
, 2001
"... We present a number of results relating partial CauchyLittlewood sums, integrals over the compact classical groups, and increasing subsequences of permutations. These include: integral formulae for the distribution of the longest increasing subsequence of a random involution with constrained number ..."
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Cited by 85 (11 self)
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We present a number of results relating partial CauchyLittlewood sums, integrals over the compact classical groups, and increasing subsequences of permutations. These include: integral formulae for the distribution of the longest increasing subsequence of a random involution with constrained number of fixed points; new formulae for partial CauchyLittlewood sums, as well as new proofs of old formulae; relations of these expressions to orthogonal polynomials on the unit circle; and explicit bases for invariant spaces of the classical groups, together with appropriate generalizations of the straightening algorithm.