Combinatorics and Random Matrix Theory - Jinho Baik, Percy Deift, Toufic Suidan

Combinatorics and Random Matrix Theory

Buch | Hardcover
461 Seiten
2016
American Mathematical Society (Verlag)
978-0-8218-4841-8 (ISBN)
147,15 inkl. MwSt
The goal of this book is to analyse in detail Ulam's problem for increasing subsequences of random permutations, and domino tilings of the Aztec diamond. Other examples are also described along the way, but in less detail. The book is self-contained, and develops enough of the theory from each area that a general reader can learn the subject directly from the text.
Over the last fifteen years a variety of problems in combinatorics has been solved in terms of random matrix theory. More precisely, the situation is as follows: the problems at hand are probabilistic in nature and, in an appropriate scaling limit, it turns out that certain key quantities associated with these problems behave statistically like the eigenvalues of a (large) random matrix. Said differently, random matrix theory provides a ``stochastic special function theory'' for a broad and growing class of problems in combinatorics. The goal of this book is to analyze in detail two key examples of this phenomenon, viz., Ulam's problem for increasing subsequences of random permutations and domino tilings of the Aztec diamond. Other examples are also described along the way, but in less detail.

Techniques from many different areas in mathematics are needed to analyze these problems. These areas include combinatorics, probability theory, functional analysis, complex analysis, and the theory of integrable systems. The book is self-contained, and along the way we develop enough of the theory we need from each area that a general reader with, say, two or three years experience in graduate school can learn the subject directly from the text.

Jinho Baik, University of Michigan, Ann Arbor, MI, USA. Percy Deift, Courant Institute, New York University, NY, USA.

Introduction
Poissonization and de-Poissonization
Permutations and Young tableaux
Bounds of the expected value of $/ell_N$
Orthogonal polynomials, Riemann-Hilbert problems, and Toeplitz matrices
Random matrix theory
Toeplitz determinant formula
Fredholm determinant formula
Asymptotic results
Schur measure and directed last passage percolation
Determinantal point processes
Tiling of the Aztec diamond
The Dyson process and Brownian Dyson process
Theory of trace class operators and Fredholm determinants
Steepest-descent method for the asymptotic evaluation of integrals in the complex plane
Basic results of stochastic calculus
Bibliography
Index

Erscheinungsdatum
Reihe/Serie Graduate Studies in Mathematics
Verlagsort Providence
Sprache englisch
Maße 178 x 254 mm
Gewicht 979 g
Themenwelt Mathematik / Informatik Mathematik Graphentheorie
ISBN-10 0-8218-4841-0 / 0821848410
ISBN-13 978-0-8218-4841-8 / 9780821848418
Zustand Neuware
Haben Sie eine Frage zum Produkt?
Mehr entdecken
aus dem Bereich
Numbers and Counting, Groups, Graphs, Orders and Lattices

von Volker Diekert; Manfred Kufleitner; Gerhard Rosenberger …

Buch | Softcover (2023)
De Gruyter (Verlag)
59,95