
Combinatorics and Random Matrix Theory
American Mathematical Society (Publisher)
Will be published approx. on 30. June 2016
Book
Hardback
461 pages
978-0-8218-4841-8 (ISBN)
Description
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.
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.
Reviews / Votes
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." - Zentralblatt Math"The book covers exciting results, and has a wealth of information." - Milos Bona, MAA Reviews
"...[T]he book is carefully written and will serve as an excellent reference." - Terence Tao, Mathematical Reviews
More details
Series
Language
English
Place of publication
Providence
United States
Target group
Professional and scholarly
Dimensions
Height: 254 mm
Width: 178 mm
Weight
979 gr
ISBN-13
978-0-8218-4841-8 (9780821848418)
Copyright in bibliographic data and cover images is held by Nielsen Book Services Limited or by the publishers or by their respective licensors: all rights reserved.
Schweitzer Classification
Persons
Jinho Baik, University of Michigan, Ann Arbor, MI, USA.
Percy Deift, Courant Institute, New York University, NY, USA.
Percy Deift, Courant Institute, New York University, NY, USA.
Content
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
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