Probability and Stochastic Analysis - University of Bonn

Advanced School on Random Matrices and Growth Models

Why random matrices share universal processes with interacting particle systems?

Content: In these lecture we explain why limiting distribution function, like
the Tracy-Widom distribution, or limit processes, like the Airy2 pro-
cess, arise both in random matrices and interacting particle systems.
The link is through a common mathematical structure on an interlac-
ing structure, also known as Gelfand-Tsetlin pattern, that appears for
specific models in both fields.

Lecture notes (updated 5. September 2013)