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Random words, Toeplitz determinants and integrable systems

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

Abstract

Abstract. 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 the eigenvalues of a certain direct sum of Gaussian unitary ensembles subject to an overall constraint that the eigenvalues lie in a hyperplane. 1

Publisher: Univ. Press
Year: 2001
OAI identifier: oai:CiteSeerX.psu:10.1.1.134.1206
Provided by: CiteSeerX
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