scholarly journals Some Open Problems in Random Matrix Theory and the Theory of Integrable Systems. II

2017 ◽  
Author(s):  
Percy Deift ◽  
Keyword(s):  
Random Matrix Theory ◽  
Random Matrix ◽  
Integrable Systems ◽  
Matrix Theory ◽  
Open Problems

Random matrix theory and integrable systems

2018 ◽  
Author(s):  
Alexander R. Its
Keyword(s):  
Orthogonal Polynomials ◽  
Matrix Models ◽  
Random Matrix Theory ◽  
Random Matrix ◽  
Integrable Systems ◽  
Matrix Theory ◽  
Kp Hierarchy ◽  
Brownian Motions ◽  
Airy Process ◽  
Virasoro Constraints

This article discusses the interaction between random matrix theory (RMT) and integrable theory, leading to ordinary and partial differential equations (PDEs) for the eigenvalue distribution of random matrix models of size n and the transition probabilities of non-intersecting Brownian motion models, for finite n and for n → ∞. It first provides an overview of the connection between the theory of orthogonal polynomials and the KP-hierarchy in integrable systems before examining matrix models and the Virasoro constraints. It then considers multiple orthogonal polynomials, taking into account non-intersecting Brownian motions on ℝ (Dyson’s Brownian motions), a moment matrix for several weights, Virasoro constraints, and a PDE for non-intersecting Brownian motions. It also analyses critical diffusions, with particular emphasis on the Airy process, the Pearcey process, and Airy process with wanderers. Finally, it describes the Tacnode process, along with kernels and p-reduced KP-hierarchy.

FREE ENTROPY

2002 ◽  
Vol 34 (3) ◽  
pp. 257-278 ◽  
Author(s):  
DAN VOICULESCU
Keyword(s):  
Probability Theory ◽  
Random Matrix Theory ◽  
Random Matrix ◽  
Von Neumann Algebras ◽  
Matrix Theory ◽  
Free Probability ◽  
Open Problems ◽  
Von Neumann ◽  
Free Probability Theory ◽  
Free Entropy

Free entropy is the analogue of entropy in free probability theory. The paper is a survey of free entropy, its applications to von Neumann algebras and its connections to random matrix theory, as well as a discussion of open problems and of a basic variational problem, connected to random multimatrix models.

SSA, Random Matrix Theory, and Noise-Reduced Correlations

2016 ◽  
Author(s):  
Jan W Dash ◽  
Xipei Yang ◽  
Mario Bondioli ◽  
Harvey J. Stein
Keyword(s):  
Random Matrix Theory ◽  
Random Matrix ◽  
Matrix Theory
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