Asymptotics of random density matrices

ar X iv : m at h - ph / 0 41 20 17 v 1 7 D ec 2 00 4 Introduction to the Random Matrix Theory : Gaussian Unitary Ensemble and Beyond

These lectures provide an informal introduction into the notions and tools used to analyze statistical properties of eigenvalues of large random Hermitian matrices. After developing the general machinery of orthogonal polynomial method, we study in most detail Gaussian Unitary Ensemble (GUE) as a paradigmatic example. In particular, we discuss Plancherel-Rotach asymptotics of Hermite polynomial...

Asymptotics of a Class of Fredholm Determinants

In this expository article we describe the asymptotics of certain Fredholm determinants which provide solutions to the cylindrical Toda equations, and we explain how these asymptotics are derived. The connection with Fredholm determinants arising in the theory of random matrices, and their asymptotics, are also discussed.

From random matrices to quasi-periodic Jacobi matrices via orthogonal polynomials

We present an informal review of results on asymptotics of orthogonal polynomials, stressing their spectral aspects and similarity in two cases considered. They are polynomials orthonormal on a finite union of disjoint intervals with respect to the Szegö weight and polynomials orthonormal on R with respect to varying weights and having the same union of intervals as the set of oscillations of a...

The Shape of Random Pattern-avoiding Permutations

We initiate the study of limit shapes for random permutations avoiding a given pattern. Specifically, for patterns of length 3, we obtain delicate results on the asymptotics of distributions of positions of numbers in the permutations. We view the permutations as 0-1 matrices to describe the resulting asymptotics geometrically. We then apply our results to obtain a number of results on distribu...

Alice Guionnet Large Random Matrices : Lectures on Macroscopic Asymptotics