Annals of Mathematics · 2001 · 418 citations · 36 references
Natural SciencesMathematicsCombinatoricsProbability TheoryStochastic ProcessesMarkov ProcessesPercolation TheoryAsymptotic Distribution TheoryEigenvaluesFirst-passage PercolationLimit LawsRandom MatricesRandom Matrix TheoryStatistical EnsemblesTilings
We consider discrete orthogonal polynomial ensembles which are discrete analogues of the orthogonal polynomial ensembles in random matrix theory. These ensembles occur in certain problems in combinatorial probability and can be thought of as probability measures on partitions. The Meixner ensemble is related to a two-dimensional directed growth model, and the Charlier ensemble is related to lengths of weakly increasing subsequences in random words. The Krawtchouk ensemble occurs in connection with zig-zag paths in random domino tilings of the Aztec diamond, and also in a certain simplified directed first-passage percolation model. We use the Charlier ensemble to investigate the asymptotics of weakly increasing subsequences in random words and to prove a conjecture of Tracy and Widom. As a limit of the Meixner ensemble or the Charlier ensemble we obtain the Plancherel measure on partitions, and using this we prove a conjecture of Baik, Deift and Johansson that under the Plancherel measure, the distribution of the lengths of the first k rows in the partition, appropriately scaled, converges to the asymptotic joint distribution for the k largest eigenvalues of a random matrix from the Gaussian Unitary Ensemble. In this problem a certain discrete kernel, which we call the discrete Bessel kernel, plays an important role.
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A Treatise on the Theory of Bessel Functions.
Matthew Porter, G. N. Watson · American Mathematical Monthly · 1923 · 9.6K citations
A Treatise on the Theory of Bessel Functions
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Craig A. Tracy, Harold Widom · Communications in Mathematical Physics · 1994 · 1.9K citations · Full text
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