Preface |
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xi | |
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1 | (18) |
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§1.1 Ulam's Problem: Random Permutations |
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2 | (10) |
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§1.2 Random Tilings of the Aztec Diamond |
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12 | (2) |
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14 | (5) |
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Chapter 2 Poissonization and De-Poissonization |
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19 | (8) |
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§2.1 Hammersley's Poissonization of Ulam's Problem |
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19 | (2) |
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§2.2 De-Poissonization Lemmas |
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21 | (6) |
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Chapter 3 Permutations and Young Tableaux |
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27 | (50) |
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§3.1 The Robinson-Schensted Correspondence |
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28 | (21) |
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§3.2 The Number of Standard Young Tableaux |
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49 | (14) |
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§3.3 Applications and Equivalent Models |
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63 | (14) |
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Chapter 4 Bounds on the Expected Value of lN |
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77 | (18) |
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77 | (1) |
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78 | (4) |
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§4.3 Young Diagrams in a Markov Chain and an Optimal Upper Bound |
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82 | (5) |
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§4.4 Asymptotics of the Conjugacy Classes of the Symmetric Group |
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87 | (8) |
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Chapter 5 Orthogonal Polynomials, Riemann-Hilbert Problems, and Toeplitz Matrices |
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95 | (44) |
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§5.1 Orthogonal Polynomials on the Real Line (OPRL) |
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95 | (4) |
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§5.2 Some Classical Orthogonal Polynomials |
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99 | (1) |
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§5.3 The Riemann-Hilbert Problem (RHP) for Orthogonal Polynomials |
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100 | (6) |
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§5.4 Orthogonal Polynomials on the Unit Circle (OPUC) and Toeplitz Matrices |
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106 | (5) |
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§5.5 RHP: Precise Description |
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111 | (7) |
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§5.6 Integrable Operators |
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118 | (3) |
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§5.7 The Strong Szego Limit Theorem |
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121 | (9) |
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§5.8 Inverses of Large Toeplitz Matrices |
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130 | (9) |
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Chapter 6 Random Matrix Theory |
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139 | (26) |
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§6.1 Unitary Ensembles and the Eigenvalue Density Function |
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139 | (3) |
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§6.2 Andreief's Formula and the Computation of Basic Statisitcs |
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142 | (4) |
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§6.3 Gap Probabilities and Correlation Functions |
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146 | (6) |
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§6.4 Scaling Limits and Universality |
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152 | (5) |
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§6.5 The Tracy-Widom Distribution Function |
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157 | (8) |
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Chapter 7 Toeplitz Determinant Formula |
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165 | (22) |
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167 | (2) |
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169 | (1) |
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§7.3 Recurrence Formulae and Differential Equations |
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170 | (14) |
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§7.4 Heuristic Argument for Convergence of the Scaled Distribution for L(t) to the Tracy-Widom Distribution |
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184 | (3) |
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Chapter 8 Fredholm Determinant Formula |
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187 | (20) |
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§8.1 First Proof: Borodin-Okounkov-Geronimo-Case Identity |
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190 | (10) |
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200 | (7) |
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Chapter 9 Asymptotic Results |
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207 | (46) |
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§9.1 Exponential Upper Tail Estimate |
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208 | (6) |
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§9.2 Exponential Lower Tail Estimate |
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214 | (10) |
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§9.3 Convergence of L(t)/t and lN/√N |
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224 | (2) |
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§9.4 Central Limit Theorem |
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226 | (13) |
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§9.5 Uniform Tail Estimates and Convergence of Moments |
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239 | (1) |
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§9.6 Transversal Fluctuations |
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240 | (13) |
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Chapter 10 Schur Measure and Directed Last Passage Percolation |
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253 | (52) |
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253 | (20) |
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§10.2 RSK and Directed Last Passage Percolation |
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273 | (7) |
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§10.3 Special Cases of Directed Last Passage Percolation |
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280 | (10) |
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§10.4 Gessel's Formula for Schur Measure |
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290 | (4) |
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§10.5 Fredholm Determinant Formula |
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294 | (4) |
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§10.6 Asymptotics of Directed Last Passage Percolation |
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298 | (3) |
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301 | (4) |
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Chapter 11 Determinantal Point Processes |
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305 | (12) |
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Chapter 12 Tiling of the Aztec Diamond |
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317 | (60) |
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§12.1 Nonintersecting Lattice Paths |
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318 | (16) |
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334 | (13) |
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347 | (30) |
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Chapter 13 The Dyson Process and the Brownian Dyson Process |
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377 | (44) |
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379 | (1) |
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§13.2 Brownian Dyson Process |
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380 | (1) |
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§13.3 Derivation of the Dyson Process and the Brownian Dyson Process |
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381 | (8) |
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§13.4 Noncolliding Property of the Eigenvalues of Matrix Brownian Motion |
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389 | (6) |
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§13.5 Noncolliding Property of the Eigenvalues of the Matrix Ornstein-Uhlenbeck Process |
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395 | (7) |
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§13.6 Nonintersecting Processes |
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402 | (19) |
Appendix A Theory of Trace Class Operators and Fredholm Determinants |
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421 | (10) |
Appendix B Steepest-descent Method for the Asymptotic Evaluation of Integrals in the Complex Plane |
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431 | (6) |
Appendix C Basic Results of Stochastic Calculus |
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437 | (8) |
Bibliography |
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445 | (14) |
Index |
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459 | |