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36
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.
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.
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 75 (20 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
The importance of Selberg integral
 Bull. Amer. Math. Soc
"... Abstract. It has been remarked that a fair measure of the impact of Atle Selberg’s work is the number of mathematical terms that bear his name. One of these is the Selberg integral, an ndimensional generalization of the Euler beta integral. We trace its sudden rise to prominence, initiated by a que ..."
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Cited by 58 (8 self)
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Abstract. It has been remarked that a fair measure of the impact of Atle Selberg’s work is the number of mathematical terms that bear his name. One of these is the Selberg integral, an ndimensional generalization of the Euler beta integral. We trace its sudden rise to prominence, initiated by a question to Selberg from Enrico Bombieri, more than thirty years after its initial publication. In quick succession the Selberg integral was used to prove an outstanding conjecture in random matrix theory and cases of the Macdonald conjectures. It further initiated the study of qanalogues, which in turn enriched the Macdonald conjectures. We review these developments and proceed to exhibit the sustained prominence of the Selberg integral as evidenced by its central role in random matrix theory, Calogero–Sutherland quantum manybody systems, Knizhnik–Zamolodchikov equations, and multivariable orthogonal polynomial
Determinantal probability measures
, 2002
"... Determinantal point processes have arisen in diverse settings in recent years and have been investigated intensively. We initiate a detailed study of the discrete analogue, the most prominent example of which has been the uniform spanning tree measure. Our main results concern relationships with ma ..."
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Cited by 38 (4 self)
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Determinantal point processes have arisen in diverse settings in recent years and have been investigated intensively. We initiate a detailed study of the discrete analogue, the most prominent example of which has been the uniform spanning tree measure. Our main results concern relationships with matroids, stochastic domination, negative association, completeness for infinite matroids, tail triviality, and a method for extension of results from orthogonal projections to positive contractions. We also present several new avenues for further investigation, involving Hilbert spaces, combinatorics, homology,
Uniform Asymptotics for Polynomials Orthogonal With Respect to a General Class of Discrete Weights and Universality Results for Associated Ensembles: Announcement of Results
 INT. MATH. RES. NOT
, 2003
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Gaussian fluctuation for the number of particles in Airy, Bessel, sine, and other determinantal random point
, 2000
"... We prove the Central Limit Theorem for the number of eigenvalues near the spectrum edge for hermitian ensembles of random matrices. To derive our results, we use a general theorem, essentially due to Costin and Lebowitz, concerning the Gaussian fluctuation of the number of particles in random point ..."
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Cited by 28 (1 self)
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We prove the Central Limit Theorem for the number of eigenvalues near the spectrum edge for hermitian ensembles of random matrices. To derive our results, we use a general theorem, essentially due to Costin and Lebowitz, concerning the Gaussian fluctuation of the number of particles in random point fields with determinantal correlation functions. As another corollary of CostinLebowitz Theorem we prove CLT for the empirical distribution function of the eigenvalues of random matrices from classical compact groups. 1 Introduction and Formulation of Results Random hermitian matrices were introduced in mathematical physics by Wigner in the fifties ([1], [2]). The main motivation of pioneers in this field 1 was to obtain a better understanding of the statistical behavior of energy levels of heavy nuclei. An archetypical example of random matrices is the
Generalized Riffle Shuffles and Quasisymmetric Functions
, 2001
"... Let x i be a probability distribution on a totally ordered set I, i.e., the probability of i 2 I is x i . (Hence x i 0 and x i = 1.) Fix n 2 P = f1; 2; : : :g, and define a random permutation w 2 S n as follows. For each 1 j n, choose independently an integer i j (from the distribution x i ). ..."
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Cited by 27 (0 self)
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Let x i be a probability distribution on a totally ordered set I, i.e., the probability of i 2 I is x i . (Hence x i 0 and x i = 1.) Fix n 2 P = f1; 2; : : :g, and define a random permutation w 2 S n as follows. For each 1 j n, choose independently an integer i j (from the distribution x i ). Then standardize the sequence i = i 1 \Delta \Delta \Delta i n in the sense of [34, p. 322], i.e., let ff 1 ! \Delta \Delta \Delta ! ff k be the elements of I actually appearing in i, and let a i be the number of ff i 's in i. Replace the ff 1 's in i by 1; 2; : : : ; a 1 from lefttoright, then the ff 2 's in i by a 1 + 1; a 1 + 2; : : : ; a 1 + a 2 from lefttoright, etc. For instance, if I = P and i = 311431, then w = 412653. This defines a probability distribution on the symmetric group S n , which we call the QSdistribution (because of the close connection with quasisymmetric functions explained below). If we need to be explicit about the parameters x = (x i ) i2I , t