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1: 16.24 Physical Applications
§16.24(i) Random Walks
Generalized hypergeometric functions and Appell functions appear in the evaluation of the so-called Watson integrals which characterize the simplest possible lattice walks. They are also potentially useful for the solution of more complicated restricted lattice walk problems, and the 3D Ising model; see Barber and Ninham (1970, pp. 147–148). …
2: 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 (1977) Focusing and twinkling: Critical exponents from catastrophes in non-Gaussian random short waves. J. Phys. A 10 (12), pp. 2061–2081.
  • 3: 16.23 Mathematical Applications
    §16.23(ii) Random Graphs
    A substantial transition occurs in a random graph of n vertices when the number of edges becomes approximately 1 2 n . …
    4: 35.9 Applications
    In multivariate statistical analysis based on the multivariate normal distribution, the probability density functions of many random matrices are expressible in terms of generalized hypergeometric functions of matrix argument F q p , with p 2 and q 1 . … In the nascent area of applications of zonal polynomials to the limiting probability distributions of symmetric random matrices, one of the most comprehensive accounts is Rains (1998).
    5: 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.
    6: 27.19 Methods of Computation: Factorization
    Type II probabilistic algorithms for factoring n rely on finding a pseudo-random pair of integers ( x , y ) that satisfy x 2 y 2 ( mod n ) . …
    7: 18.38 Mathematical Applications
    Random Matrix Theory
    Hermite polynomials (and their Freud-weight analogs (§18.32)) play an important role in random matrix theory. …
    8: Bibliography F
  • P. J. Forrester and N. S. Witte (2001) Application of the τ -function theory of Painlevé equations to random matrices: PIV, PII and the GUE. Comm. Math. Phys. 219 (2), pp. 357–398.
  • P. J. Forrester and N. S. Witte (2002) Application of the τ -function theory of Painlevé equations to random matrices: P V , P III , the LUE, JUE, and CUE. Comm. Pure Appl. Math. 55 (6), pp. 679–727.
  • P. J. Forrester and N. S. Witte (2004) Application of the τ -function theory of Painlevé equations to random matrices: P VI , the JUE, CyUE, cJUE and scaled limits. Nagoya Math. J. 174, pp. 29–114.
  • 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.
  • 9: Bibliography I
  • 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.
  • 10: Bibliography D
  • P. A. Deift (1998) Orthogonal Polynomials and Random Matrices: A Riemann-Hilbert Approach. Courant Lecture Notes in Mathematics, Vol. 3, New York University Courant Institute of Mathematical Sciences, New York.
  • 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.
  • P. Di Francesco, P. Ginsparg, and J. Zinn-Justin (1995) 2 D gravity and random matrices. Phys. Rep. 254 (1-2), pp. 1–133.