Kerov[16,17] proved that Wigner's semi-circular law in Gauss[an unitary ensembles is the transition distribution of the omega curve discovered by Vershik and Kerov[34] for the limit shape of random partitions under the Plancherel measure. This establishes a close link between random Plancherel partitions and Gauss[an unitary ensembles, In this paper we aim to consider a general problem, namely, to characterize the transition distribution of the limit shape of random Young diagrams under Poissonized Plancherel measures in a periodic potential, which naturally arises in Nekrasov's partition functions and is further studied by Nekrasov and Okounkov[25] and Okounkov[28,29]. We also find an associated matrix mode[ for this transition distribution. Our argument is based on a purely geometric analysis on the relation between matrix models and SeibergWitten differentials.
In this note we first briefly review some recent progress in the study of the circular β ensemble on the unit circle,where β > 0 is a model parameter.In the special cases β = 1,2 and 4,this ensemble describes the joint probability density of eigenvalues of random orthogonal,unitary and sympletic matrices,respectively.For general β,Killip and Nenciu discovered a five-diagonal sparse matrix model,the CMV representation.This representation is new even in the case β = 2;and it has become a powerful tool for studying the circular β ensemble.We then give an elegant derivation for the moment identities of characteristic polynomials via the link with orthogonal polynomials on the unit circle.
SU ZhongGen Department of Mathematics,Zhejiang University,Hangzhou 310027,China
The author considers the largest eigenvaiues of random matrices from Gaussian unitary ensemble and Laguerre unitary ensemble, and the rightmost charge in certain random growth models. We obtain some precise asymptotics results, which are in a sense similar to the precise asymptotics for sums of independent random variables in the context of the law of large numbers and complete convergence. Our proofs depend heavily upon the upper and lower tail estimates for random matrices and random growth models. The Tracy-Widom distribution plays a central role as well.
Let {X,X1,X2,……}be a zero mean strictly stationary Ф-mixing sequence. Set Sn=∑n k=1 and f(x^p)=∑∞n=1 n^r-2P(|Sn|≥x^p√ES2nlog n),When ε〉(√2)1/p,for p〉1/2 and r〉1,the conditions for ∫∞ε f(x^p)dx 〈∞ to hold is established, by using coupled methods together withstrong approximation, which are different from the traditional symmetrization and Hoffman-JФrgensen inequality.
Let π be a minimal ErdSs-Szekeres permutation of 1, 2,..., n^2, and let ln,k be the length of the longest increasing subsequence in the segment (πr(1),...,π(k)). Under uniform measure we establish an exponentially decaying bound of the upper tail probability for ln,k, and as a consequence we obtain a complete convergence, which is an improvement of Romik's recent result. We also give a precise lower exponential tail for ln,k.
In this paper, we study the compound binomial model in Markovian environment, which is proposed by Cossette, et al. (2003). We obtain the recursive formula of the joint distributions of T, X(T - 1) and |X(T)|(i.e., the time of ruin, the surplus before ruin and the deficit at ruin) by the method of mass function of up-crossing zero points, as given by Liu and Zhao (2007). By using the same method, the recursive formula of supremum distribution is obtained. An example is included to illustrate the results of the model.