Lectures on integrable probability
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processesintegrableprobabilityrandomapplicationasymptoticsdeterminantaldirected
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These are lecture notes for a mini-course given at the St. Petersburg School in Probability and Statistical Physics in June 2012. Topics include integrable models of random growth, determinantal point processes, Schur processes and Markov dynamics on them, Macdonald processes and their application to asymptotics of directed polymers in random media.
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Cited by 1 Pith paper
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Gessel-Type Expansion for the Circular $\beta$-Ensemble and Central Limit Theorem for the Sine-$\beta$ Process for $\beta\le 2$
Derives Gessel-type Jack polynomial expansion for circular beta-ensemble expectations, yielding Szego limit theorem for H^{1/2} functions and Soshnikov-type CLT for sine-beta process when beta <= 2.
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