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Random Matrices, the Ulam Problem, Directed Polymers & Growth Models, and Sequence Matching

统计力学 2007-05-23 v1 无序系统与神经网络 数学物理 math.MP 概率论

摘要

In these lecture notes I will give a pedagogical introduction to some common aspects of 4 different problems: (i) random matrices (ii) the longest increasing subsequence problem (also known as the Ulam problem) (iii) directed polymers in random medium and growth models in (1+1) dimensions and (iv) a problem on the alignment of a pair of random sequences. Each of these problems is almost entirely a sub-field by itself and here I will discuss only some specific aspects of each of them. These 4 problems have been studied almost independently for the past few decades, but only over the last few years a common thread was found to link all of them. In particular all of them share one common limiting probability distribution known as the Tracy-Widom distribution that describes the asymptotic probability distribution of the largest eigenvalue of a random matrix. I will mention here, without mathematical derivation, some of the beautiful results discovered in the past few years. Then, I will consider two specific models (a) a ballistic deposition growth model and (b) a model of sequence alignment known as the Bernoulli matching model and discuss, in some detail, how one derives exactly the Tracy-Widom law in these models. The emphasis of these lectures would be on how to map one model to another. Some open problems are discussed at the end.

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引用

@article{arxiv.cond-mat/0701193,
  title  = {Random Matrices, the Ulam Problem, Directed Polymers & Growth Models, and Sequence Matching},
  author = {Satya N. Majumdar},
  journal= {arXiv preprint arXiv:cond-mat/0701193},
  year   = {2007}
}

备注

Les Houches lecture notes for the summer school on "Complex Systems" (Les Houches, July, 2006); 39 pages, 11 .eps figures included