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1: 32.14 Combinatorics
The distribution function F ( s ) given by (32.14.2) arises in random matrix theory where it gives the limiting distribution for the normalized largest eigenvalue in the Gaussian Unitary Ensemble of n × n Hermitian matrices; see Tracy and Widom (1994). … See Forrester and Witte (2001, 2002) for other instances of Painlevé equations in random matrix theory.
2: 18.38 Mathematical Applications
Random Matrix Theory
Hermite polynomials (and their Freud-weight analogs (§18.32)) play an important role in random matrix theory. …
3: Bibliography F
  • Y. V. Fyodorov (2005) Introduction to the Random Matrix Theory: Gaussian Unitary Ensemble and Beyond. In Recent Perspectives in Random Matrix Theory and Number Theory, London Math. Soc. Lecture Note Ser., Vol. 322, pp. 31–78.
  • 4: Bibliography D
  • P. Deift, T. Kriecherbauer, K. T.-R. McLaughlin, S. Venakides, and X. Zhou (1999b) Uniform asymptotics for polynomials orthogonal with respect to varying exponential weights and applications to universality questions in random matrix theory. Comm. Pure Appl. Math. 52 (11), pp. 1335–1425.
  • 5: Bibliography J
  • A. T. James (1964) Distributions of matrix variates and latent roots derived from normal samples. Ann. Math. Statist. 35 (2), pp. 475–501.
  • S. Janson, D. E. Knuth, T. Łuczak, and B. Pittel (1993) The birth of the giant component. Random Structures Algorithms 4 (3), pp. 231–358.
  • M. Jimbo, T. Miwa, Y. Môri, and M. Sato (1980) Density matrix of an impenetrable Bose gas and the fifth Painlevé transcendent. Phys. D 1 (1), pp. 80–158.
  • W. R. Johnson (2007) Atomic Structure Theory: Lectures on Atomic Physics. Springer, Berlin and Heidelberg.
  • B. R. Judd (1975) Angular Momentum Theory for Diatomic Molecules. Academic Press, New York.
  • 6: Bibliography I
  • K. Ireland and M. Rosen (1990) A Classical Introduction to Modern Number Theory. 2nd edition, Springer-Verlag, New York.
  • M. E. H. Ismail and E. Koelink (2011) The J -matrix method. Adv. in Appl. Math. 46 (1-4), pp. 379–395.
  • A. R. Its and V. Yu. Novokshënov (1986) The Isomonodromic Deformation Method in the Theory of Painlevé Equations. Lecture Notes in Mathematics, Vol. 1191, Springer-Verlag, Berlin.
  • C. Itzykson and J. Drouffe (1989) Statistical Field Theory: Strong Coupling, Monte Carlo Methods, Conformal Field Theory, and Random Systems. Vol. 2, Cambridge University Press, Cambridge.
  • C. Itzykson and J. B. Zuber (1980) Quantum Field Theory. International Series in Pure and Applied Physics, McGraw-Hill International Book Co., New York.
  • 7: Bibliography B
  • J. Baik, P. Deift, and K. Johansson (1999) On the distribution of the length of the longest increasing subsequence of random permutations. J. Amer. Math. Soc. 12 (4), pp. 1119–1178.
  • M. N. Barber and B. W. Ninham (1970) Random and Restricted Walks: Theory and Applications. Gordon and Breach, New York.
  • M. V. Berry (1969) Uniform approximation: A new concept in wave theory. Science Progress (Oxford) 57, pp. 43–64.
  • M. V. Berry (1977) Focusing and twinkling: Critical exponents from catastrophes in non-Gaussian random short waves. J. Phys. A 10 (12), pp. 2061–2081.
  • D. Bleichenbacher (1996) Efficiency and Security of Cryptosystems Based on Number Theory. Ph.D. Thesis, Swiss Federal Institute of Technology (ETH), Zurich.
  • 8: Bibliography R
  • E. M. Rains (1998) Normal limit theorems for symmetric random matrices. Probab. Theory Related Fields 112 (3), pp. 411–423.
  • D. St. P. Richards (2004) Total positivity properties of generalized hypergeometric functions of matrix argument. J. Statist. Phys. 116 (1-4), pp. 907–922.
  • B. Riemann (1851) Grundlagen für eine allgemeine Theorie der Functionen einer veränderlichen complexen Grösse. Inauguraldissertation, Göttingen.
  • K. H. Rosen (2004) Elementary Number Theory and its Applications. 5th edition, Addison-Wesley, Reading, MA.
  • G. Rota (1964) On the foundations of combinatorial theory. I. Theory of Möbius functions. Z. Wahrscheinlichkeitstheorie und Verw. Gebiete 2, pp. 340–368.