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19922022
most citedCorrelation Functions, Cluster Functions and Spacing Distributions for Random Matrices

190 citations · 1.9k across the 70 of their papers we have counts for

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Showing 1999Show all

6 papers · 1 filter

math.CO1999★ 19 cited

Random Words, Toeplitz Determinants and Integrable Systems. I

Alexander R. Its, Craig A. Tracy, Harold Widom

It is proved that the limiting distribution of the length of the longest weakly increasing subsequence in an inhomogeneous random word is related to the distribution function for t…

math.FA1999★ 2 cited

On a Toeplitz determinant identity of Borodin and Okounkov

Estelle L. Basor, Harold Widom

The authors of the title proved an elegant identity expressing a Toeplitz determinant in terms of the Fredholm determinant of an infinite matrix which (although not described as su…

math-ph1999

Universality of the Distribution Functions of Random Matrix Theory. II

Craig A. Tracy, Harold Widom

This paper is a brief review of recent developments in random matrix theory. Two aspects are emphasized: the underlying role of integrable systems and the occurrence of the distrib…

math.CO1999★ 119 cited

On the Distributions of the Lengths of the Longest Monotone Subsequences in Random Words

Craig A. Tracy, Harold Widom

We consider the distributions of the lengths of the longest weakly increasing and strongly decreasing subsequences in words of length N from an alphabet of k letters. We find Toepl…

solv-int1999

Universality of the distribution functions of random matrix theory

Craig A. Tracy, Harold Widom

This paper first surveys the connection of integrable systems of the Painleve type to various distribution functions appearing in Wigner-Dyson random matrix theory. A short discuss…

solv-int1999★ 1 cited

Airy Kernel and Painleve II

Craig A. Tracy, Harold Widom

We prove that the distribution function of the largest eigenvalue in the Gaussian Unitary Ensemble (GUE) in the edge scaling limit is expressible in terms of Painlevé II. Our goal…