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Why random matrices share universal processes with interacting particle systems?

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arxiv 1312.1126 v2 pith:W3SZWJPQ submitted 2013-12-04 math-ph cond-mat.stat-mechmath.MPmath.PR

classification math-phcond-mat.stat-mechmath.MPmath.PR
keywords distributioninteractinglikematricesparticleprocessesrandomstructure
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In these lecture we explain why limiting distribution function, like the Tracy-Widom distribution, or limit processes, like the Airy_2 process, arise both in random matrices and interacting particle systems. The link is through a common mathematical structure on an interlacing structure, also known as Gelfand-Tsetlin pattern, that appears for specific models in both fields.

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  1. Myopic non-intersection in a periodic potential

    math.PR 2025-06 conditional novelty 7.0 of 10

    Myopic non-intersecting Brownian motions in a periodic potential converge, as the potential and foresight grow together, to myopic non-intersecting random walks that interpolate between TASEP and non-colliding Poisson walks.

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