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19962026
most citedClassical skew orthogonal polynomials and random matrices

117 citations · 646 across the 47 of their papers we have counts for

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16 papers · 1 filter

math.PR2013★ 4 cited

Coupled GUE-minor Processes

Mark Adler, Pierre van Moerbeke

This paper deals with two GUE-matrices, coupled together through some inequalities between the spectra of the first few (small) principal minors. The main results of the paper is t…

math.PR2013★ 1 cited

Tacnode GUE-minor Processes and Double Aztec Diamonds

Mark Adler, Sunil Chhita, Kurt Johansson +1

We study random domino tilings of a Double Aztec diamond, a region consisting of two overlapping Aztec diamonds. The random tilings give rise to two discrete determinantal point pr…

math.PR2013★ 7 cited

Random matrix minor processes related to percolation theory

Mark Adler, Pierre van Moerbeke, Dong Wang

This paper studies a number of matrix models of size n and the associated Markov chains for the eigenvalues of the models for consecutive n's. They are consecutive principal minors…

math.PR2011★ 2 cited

Double Aztec Diamonds and the Tacnode Process

Mark Adler, Kurt Johansson, Pierre van Moerbeke

Discrete and continuous non-intersecting random processes have given rise to critical "infinite dimensional diffusions", like the Airy process, the Pearcey process and variations t…

math.PR2010★ 19 cited

From the Pearcey to the Airy process

Mark Adler, Mattia Cafasso, Pierre van Moerbeke

Putting dynamics into random matrix models leads to finitely many nonintersecting Brownian motions on the real line for the eigenvalues, as was discovered by Dyson. Applying scalin…

math.PR2010★ 2 cited

Consecutive Minors for Dyson's Brownian Motions

Mark Adler, Eric Nordenstam, Pierre van Moerbeke

In 1962, Dyson introduced dynamics in random matrix models, in particular into GUE (also for beta=1 and 4), by letting the entries evolve according to independent Ornstein-Uhlenbec…

math.PR2010★ 8 cited

The Dyson Brownian minor process

Mark Adler, Eric Nordenstam, Pierre van Moerbeke

Consider an Hermitean matrix valued stochastic process where the matrix elements evolve according to Ornstein-Uhlenbeck processes. It is well known…

math.PR2010

Non-intersecting Brownian motions leaving from and going to several points

Mark Adler, Pierre van Moerbeke, Didier Vanderstichelen

Consider n non-intersecting Brownian motions on , depending on time , with particles forced to leave from at time , , and $…

math.PR2009

A PDE for Nonintersecting Brownian Motions and Applications

Mark Adler, Jonathan Delepine, Pierre van Moerbeke +1

Consider non-intersecting Brownian motions on the real line, starting from the origin at t=0, with a number of particles forced to reach p distinct target points at time t=1. This…

math.PR2009★ 30 cited

Universality of the Pearcey process

Mark Adler, Nicolas Orantin, Pierre van Moerbeke

Consider non-intersecting Brownian motions on the line leaving from the origin and forced to two arbitrary points. Letting the number of Brownian particles tend to infinity, and up…

math.PR2008★ 35 cited

Airy processes with wanderers and new universality classes

Mark Adler, Patrik L. Ferrari, Pierre van Moerbeke

Consider nonintersecting Brownian bridges, with of them leaving from 0 at time and returning to 0 at time , while the remaining ones (wanderers) go from $…

math.PR2007★ 4 cited

Dyson's non-intersecting Brownian motions with a few outliers

Mark Adler, Jonathan Delepine, Pierre van Moerbeke

Consider n non-intersecting particles on the real line (Dyson Brownian motions), all starting from the origin at time=0, and forced to return to x=0 at time=1. For large n, the ave…

math.PR2005

PDE's for the Gaussian ensemble with external source and the Pearcey distribution

Mark Adler, Pierre van Moerbeke

The present paper studies a Gaussian Hermitian random matrix ensemble with external source, given by a fixed diagonal matrix with two eigenvalues a and -a. As a first result, the p…

math.PR2004

Expectations of hook products on large partitions

Mark Adler, Alexei Borodin, Pierre van Moerbeke

Given uniform probability on words of length M=Np+k, from an alphabet of size p, consider the probability that a word (i) contains a subsequence of letters (p, p-1,...,1) in that o…

math.PR2004★ 63 cited

PDEs for the joint distributions of the Dyson, Airy and Sine processes

Mark Adler, Pierre van Moerbeke

In a celebrated paper, Dyson shows that the spectrum of an n\times n random Hermitian matrix, diffusing according to an Ornstein-Uhlenbeck process, evolves as n noncolliding Browni…

math.PR2003★ 1 cited

Virasoro action on Schur function expansions, skew Young tableaux and random walks

M. Adler, P. van Moerbeke

It is known that some matrix integrals over U(n) satisfy an sl(2,R)-algebra of Virasoro constraints. Acting with these Virasoro generators on 2-dimensional Schur function expansion…