Random Matrix Theory, Interacting Particle Systems, and Integrable Systems

Random matrix theory is at the intersection of linear algebra, probability theory and integrable systems, and has a wide range of applications in physics, engineering, multivariate statistics and beyond. This volume is based on a Fall 2010 MSRI program which generated the solution of long-standing questions on universalities of Wigner matrices and beta-ensembles, and opened new research directions especially in relation to the KPZ universality class of interacting particle systems and low-rank perturbations. The book contains review articles and research contributions on all these topics, in addition to other core aspects of random matrix theory such as integrability and free probability theory. It will give both established and new researchers insights into the most recent advances in the field and the connections among many subfields.

Percy Deift is a professor at the Courant Institute of Mathematical Sciences, New York University. He is the author of Orthogonal Polynomials and Random Matrices: A Riemann-Hilbert Approach (1999) and was elected to the US National Academy of Sciences in 2009.

Peter J. Forrester is a professor in the Department of Mathematics and Statistics at the University of Melbourne, Victoria. He is the author of Log-Gases and Random Matrices (2010) and was elected to the Australian Academy of Science in 2004.