Jinho Baik

On the distribution of the length of the longest increasing subsequence of random permutations

Let SN be the group of permutations of 1,2,..., N. If 7r E SN, we say that 7(i1),... , 7F(ik) is an increasing subsequence in 7r if il < i2 < ... < ik and 7r(ii) < 7r(i2) < ...< 7r(ik). Let 1N(r) be the length of the longest increasing subsequence. For example, if N = 5 and 7r is the permutation 5 1 3 2 4 (in one-line notation: thus 7r(1) = 5, 7r(2) = 1, ... ), then the longest increasing subsequences are 1 2 4 and 1 3 4, and N() = 3. Equip SN with uniform distribution,

Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices

AbstractWe compute the limiting distributions of the largest eigenvalue of a complex Gaussian samplecovariance matrix when both the number of samples and the number of variables in each samplebecome large. When all but finitely many, say r, eigenvalues of the covariance matrix arethe same, the dependence of the limiting distribution of the largest eigenvalue of the samplecovariance matrix on those distinguished r eigenvalues of the covariance matrix is completelycharacterized in terms of an infinite sequence of new distribution functions that generalizethe Tracy-Widom distributions of the random matrix theory. Especially a phase transitionphenomena is observed. Our results also apply to a last passage percolation model and aqueuing model. 1 Introduction Consider M independent, identically distributed samples y 1 ,...,~y M , all of which are N ×1 columnvectors. We further assume that the sample vectors ~y k are Gaussian with mean µ and covarianceΣ, where Σ is a fixed N ×N positive matrix; the density of a sample ~y isp(~y) =1(2π)

Limiting Distributions for a Polynuclear Growth Model with External Sources

The purpose of this paper is to investigate the limiting distribution functions for a polynuclear growth model with two external sources which was considered by Prähofer and Spohn. Depending on the strength of the sources, the limiting distribution functions are either the Tracy–Widom functions of random matrix theory or a new explicit function which has the special property that its mean is zero. Moreover, we obtain transition functions between pairs of the above distribution functions in suitably scaled limits. There are also similar results for a discrete totally asymmetric exclusion process.

Algebraic aspects of increasing subsequences

We present a number of results relating partial Cauchy-Littlewood sums, integrals over the compact classical groups, and increasing subsequences of permutations. These include: integral formulae for the distribution of the longest increasing subsequence of a random involution with constrained number of fixed points; new formulae for partial Cauchy-Littlewood sums, as well as new proofs of old formulae; relations of these expressions to orthogonal polynomials on the unit circle; and explicit bases for invariant spaces of the classical groups, together with appropriate generalizations of the straightening algorithm.

The asymptotics of monotone subsequences of involutions

We compute the limiting distributions of the lengths of the longest monotone subsequences of random (signed) involutions with or without conditions on the number of fixed points (and negated points) as the sizes of the involutions tend to infinity. The resulting distributions are, depending on the number of fixed points, (1) the Tracy-Widom distributions for the largest eigenvalues of random GOE, GUE, GSE matrices, (2) the normal distribution, or (3) new classes of distributions which interpolate between pairs of the Tracy-Widom distributions. We also consider the second rows of the corresponding Young diagrams. In each case the convergence of moments is also shown. The proof is based on the algebraic work of J. Baik and E. Rains in [7] which establishes a connection between the statistics of random involutions and a family of orthogonal polynomials, and an asymptotic analysis of the orthogonal polynomials which is obtained by extending the Riemann-Hilbert analysis for the orthogonal polynomials by P. Deift, K. Johansson, and Baik in [3].

On the distribution of the length of the second row of a Young diagram under Plancherel measure

Abstract. We investigate the probability distribution of the length of the second row of a Young diagram of size N equipped with Plancherel measure. We obtain an expression for the generating function of the distribution in terms of a derivative of an associated Fredholm determinant, which can then be used to show that as

Asymptotics of Tracy-Widom Distributions and the Total Integral of a Painlevé II Function

N \to \infty

Random vicious walks and random matrices

the distribution converges to the Tracy—Widom distribution [TW1] for the second largest eigenvalue of a random GUE matrix. This paper is a sequel to [BDJ], where we showed that as

Products and ratios of characteristic polynomials of random Hermitian matrices

N \to \infty

Limit process of stationary TASEP near the characteristic line

the distribution of the length of the first row of a Young diagram, or equivalently, the length of the longest increasing subsequence of a random permutation, converges to the Tracy—Widom distribution [TW1] for the largest eigenvalue of a random GUE matrix.