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- W3124967166 abstract "These notes provide an introduction to the theory of random matrices. The central quantity studied is $tau(a)= det(1-K)$ where $K$ is the integral operator with kernel $1/pi} {sinpi(x-y)over x-y} chi_I(y)$. Here $I=bigcup_j(a_{2j-1},a_{2j})$ and $chi_I(y)$ is the characteristic function of the set $I$. In the Gaussian Unitary Ensemble (GUE) the probability that no eigenvalues lie in $I$ is equal to $tau(a)$. Also $tau(a)$ is a tau-function and we present a new simplified derivation of the system of nonlinear completely integrable equations (the $a_j$'s are the independent variables) that were first derived by Jimbo, Miwa, M{^o}ri, and Sato in 1980. In the case of a single interval these equations are reducible to a Painlev{'e} V equation. For large $s$ we give an asymptotic formula for $E_2(n;s)$, which is the probability in the GUE that exactly $n$ eigenvalues lie in an interval of length $s$." @default.
- W3124967166 created "2021-02-01" @default.
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- W3124967166 date "2005-11-13" @default.
- W3124967166 modified "2023-09-25" @default.
- W3124967166 title "Introduction to random matrices" @default.
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- W3124967166 doi "https://doi.org/10.1007/bfb0021444" @default.
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