Random matrices, non-colliding processes and queues
نویسنده
چکیده
It was recently discovered by Baik, Deift and Johansson [4] that the asymptotic distribution of the length of the longest increasing subsequence in a permutation chosen uniformly at random from Sn, properly centred and normalised, is the same as the asymptotic distribution of the largest eigenvalue of an n × n GUE random matrix, properly centred and normalised, as n → ∞. This distribution had earlier been identified by Tracy and Widom [54] in the random matrix context, and it is now known as the Tracy-Widom law.
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