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Related papers: Polynuclear growth model, GOE$^2$ and random matri…

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The one-dimensional polynuclear growth model with external sources at edges is studied. The height fluctuation at the origin is known to be given by either the Gaussian, the GUE Tracy-Widom distribution, or certain distributions called…

Mathematical Physics · Physics 2007-05-23 T. Imamura , T. Sasamoto

We consider the polynuclear growth (PNG) model in 1+1 dimension with flat initial condition and no extra constraints. Through the Robinson-Schensted-Knuth (RSK) construction, one obtains the multilayer PNG model, which consists of a stack…

Mathematical Physics · Physics 2007-05-23 Patrik L. Ferrari

In this review paper we consider the polynuclear growth (PNG) model in one spatial dimension and its relation to random matrix ensembles. For curved and flat growth the scaling functions of the surface fluctuations coincide with limit…

Mathematical Physics · Physics 2011-11-10 Patrik L. Ferrari , Michael Praehofer

We study the distribution of the largest eigenvalue in the "Pfaffian" classical ensembles of random matrix theory, namely in the Gaussian orthogonal (GOE) and Gaussian symplectic (GSE) ensembles, using semi-classical skew-orthogonal…

Mathematical Physics · Physics 2021-02-05 Anthony Mays , Anita Ponsaing , Gregory Schehr

In this paper, we first briefly review some recent results on the distribution of the maximal eigenvalue of a $(N\times N)$ random matrix drawn from Gaussian ensembles. Next we focus on the Gaussian Unitary Ensemble (GUE) and by suitably…

Statistical Mechanics · Physics 2011-05-30 Celine Nadal , Satya N. Majumdar

We study the probability distribution function $P(\lambda)$ of the largest eigenvalue $\lambda_{\rm max}$ of $N \times N$ random matrices of the form $H + V$, where $H$ belongs to the GOE/GUE ensemble and $V$ is a full rank deterministic…

Statistical Mechanics · Physics 2025-10-14 Pierre Le Doussal

The purpose of this paper is to investigate the limiting distribution functions for a polynuclear growth model with two external sources, which was considered by Pr\"ahofer and Spohn. Depending on the strength of the sources, the limiting…

Probability · Mathematics 2007-05-23 Jinho Baik , Eric Rains

In this paper we focus on the large n probability distribution function of the largest eigenvalue in the Gaussian Orthogonal Ensemble of n by n matrices (GOEn). We prove an Edgeworth type Theorem for the largest eigenvalue probability…

Probability · Mathematics 2009-11-13 Leonard N. Choup

For one-dimensional growth processes we consider the distribution of the height above a given point of the substrate and study its scale invariance in the limit of large times. We argue that for self-similar growth from a single seed the…

Statistical Mechanics · Physics 2009-10-31 Michael Praehofer , Herbert Spohn

We consider a discrete polynuclear growth (PNG) process and prove a functioal limit theorem for its convergrence to the Airy process. This generalizes previous results by Pr"ahofer and Spohn. The result enables us to express the GOE largest…

Probability · Mathematics 2009-11-07 Kurt Johansson

It is now believed that the limiting distribution function of the largest eigenvalue in the three classic random matrix models GOE, GUE and GSE describe new universal limit laws for a wide variety of processes arising in mathematical…

Mathematical Physics · Physics 2007-05-23 Craig A. Tracy , Harold Widom

Recently, it was shown that the probability distribution function (PDF) of the free energy of a single continuum directed polymer (DP) in a random potential, equivalently of the height of a growing interface described by the…

Statistical Mechanics · Physics 2017-03-29 Andrea De Luca , Pierre Le Doussal

Selecting N random points in a unit square corresponds to selecting a random permutation. By putting 5 types of symmetry restrictions on the points, we obtain subsets of permutations : involutions, signed permutations and signed…

Combinatorics · Mathematics 2007-05-23 Jinho Baik , Eric M. Rains

In this work, we study some statistical properties of the extreme eigenstates of the randomly-weighted adjacency matrices of random graphs. We focus on two random graph models: Erd\H{o}s-R\'{e}nyi (ER) graphs and random geometric graphs…

Disordered Systems and Neural Networks · Physics 2025-06-17 C. T Martínez Martínez , J. A. Méndez Bermúdez

In the last decade there has been increasing interest in the fields of random matrices, interacting particle systems, stochastic growth models, and the connections between these areas. For instance, several objects appearing in the limit of…

Mathematical Physics · Physics 2011-04-06 Patrik L. Ferrari , René Frings

We discuss the space-time determinantal random field which arises for the PNG model in one dimension and resembles the one for Dyson's Brownian motion. The information of interest for growth processes is carried by the edge statistics of…

Mathematical Physics · Physics 2011-11-10 Patrik L. Ferrari , Michael Praehofer , Herbert Spohn

We consider quadratic forms of deterministic matrices $A$ evaluated at the random eigenvectors of a large $N \times N$ GOE or GUE matrix, or equivalently evaluated at the columns of a Haar-orthogonal or Haar-unitary random matrix. We prove…

Probability · Mathematics 2022-10-10 Laszlo Erdos , Benjamin McKenna

Sequences of certain finite graphs, antitrees, are constructed along which the Anderson model shows GOE statistics, i.e. a re-scaled eigenvalue process converges to the ${\rm Sine}_1$ process. The Anderson model on the graph is a random…

Mathematical Physics · Physics 2018-06-15 Christian Sadel

We derive efficient recursive formulas giving the exact distribution of the largest eigenvalue for finite dimensional real Wishart matrices and for the Gaussian Orthogonal Ensemble (GOE). In comparing the exact distribution with the…

Information Theory · Computer Science 2014-10-21 Marco Chiani

We compute the limiting distributions of the largest eigenvalue of a complex Gaussian sample covariance matrix when both the number of samples and the number of variables in each sample become large. When all but finitely many, say $r$,…

Probability · Mathematics 2007-05-23 Jinho Baik , Gerard Ben Arous , Sandrine Peche
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