On the Distribution of the Length of the Longest Increasing Subsequence of Random Permutations

dc.creatorBaik, Jinho
dc.creatorDeift, Percy
dc.creatorJohansson, Kurt
dc.date1998-10-16
dc.date1999-03-26
dc.date.accessioned2026-07-07T05:26:30Z
dc.date.available2026-07-07T05:26:30Z
dc.descriptionThe authors consider the length, $l_N$, of the length of the longest increasing subsequence of a random permutation of $N$ numbers. The main result in this paper is a proof that the distribution function for $l_N$, suitably centered and scaled, converges to the Tracy-Widom distribution [TW1] of the largest eigenvalue of a random GUE matrix. The authors also prove convergence of moments. The proof is based on the steepest decent method for Riemann-Hilbert problems, introduced by Deift and Zhou in 1993 [DZ1] in the context of integrable systems. The applicability of the Riemann-Hilbert technique depends, in turn, on the determinantal formula of Gessel [Ge] for the Poissonization of the distribution function of $l_N$.
dc.description60 pages, 14 figures, AMS-LaTeX, typo correstions, new references
dc.identifierhttps://arxiv.org/abs/math/9810105
dc.identifierhttp://arxiv.org/abs/math/9810105
dc.identifierJ. Amer. Math. Soc. 12 (1999), no. 4, 1119--1178
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/77570
dc.subjectCombinatorics
dc.subjectMathematical Physics
dc.subjectExactly Solvable and Integrable Systems
dc.subject05A05, 15A52, 33D45, 45E05, 60F99
dc.titleOn the Distribution of the Length of the Longest Increasing Subsequence of Random Permutations
dc.typetext

Files

Collections