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Scaling level-spacing distribution functions in the “bulk of the spectrum” in random matrix models of N × N hermitian matrices and then going to the limit N → ∞, leads to the Fredholm determinant of the sine kernel sinπ(x− y)/π(x− y). Similarly a scaling limit at the “edge of the spectrum” leads to the Airy kernel [Ai(x)Ai′(y)−Ai′(x)Ai(y)] /(x − y). In this… (More)

The focus of this paper is on the probability, Eβ(Q; J), that a set J consisting of a finite union of intervals contains no eigenvalues for the finite N Gaussian Orthogonal (β = 1) and Gaussian Symplectic (β = 4) Ensembles and their respective scaling limits both in the bulk and at the edge of the spectrum. We show how these probabilities can be expressed… (More)

Scaling models of random N x N hermitian matrices and passing to the limit N -» oo leads to integral operators whose Fredholm determinants describe the statistics of the spacing of the eigenvalues of hermitian matrices of large order. For the Gaussian Unitary Ensemble, and for many others' as well, the kernel one obtains by scaling in the "bulk" of the… (More)

- Craig A. Tracy
- 1998

The usual formulas for the correlation functions in orthogonal and symplectic matrix models express them as quaternion determinants. From this representation one can deduce formulas for spacing probabilities in terms of Fredholm determinants of matrix-valued kernels. The derivations of the various formulas are somewhat involved. In this article we present a… (More)

We introduce a class of one-dimensional discrete space-discrete time stochastic growth models described by a height function ht(x) with corner initialization. We prove, with one exception, that the limiting distribution function of ht(x) (suitably centered and normalized) equals a Fredholm determinant previously encountered in random matrix theory. In… (More)

Orthogonal polynomial random matrix models of N x N hermitian matrices lead to Fredholm determinants of integral operators with kernel of the form (φ(x)φ(y) — ψ(x)φ(y))/x — y. This paper is concerned with the Fredholm determinants of integral operators having kernel of this form and where the underlying set is the union of intervals J= [JTM=1 (βij-u Λ2 J )… (More)

The focus of this survey paper is on the distribution function FNβ(t) for the largest eigenvalue in the finite N Gaussian Orthogonal Ensemble (GOE, β = 1), the Gaussian Unitary Ensemble (GUE, β = 2), and the Gaussian Symplectic Ensemble (GSE, β = 4) in the edge scaling limit of N → ∞. These limiting distribution functions are expressible in terms of a… (More)

- Craig A. Tracy, Harold Widom
- SIAM J. Matrix Analysis Applications
- 2002

In this article we derive, using standard methods of Toeplitz theory, an asymptotic formula for certain large minors of Toeplitz matrices. Bump and Diaconis obtained the same asymptotics using representation theory, with an answer having a different form.

- Craig A. Tracy
- 2006

The extended Airy kernel describes the space-time correlation functions for the Airy process, which is the limiting process for a polynuclear growth model. The Airy functions themselves are given by integrals in which the exponents have a cubic singularity, arising from the coalescence of two saddle points in an asymptotic analysis. Pearcey functions are… (More)

This paper is concerned with certain connections between the ensemble of n × n unitary matrices—specifically the characteristic function of the random variable tr(U)—and combinatorics—specifically Ulam’s problem concerning the distribution of the length of the longest increasing subsequence in permutation groups—and the appearance of Painlevé functions in… (More)