1999/08/31 by Craig A. Tracy, Harold Widom
Physics and Astronomy · Mathematics · #math-ph #math.MP #nlin.SI #solv-int
published as Integrable Systems: From Classical to Quantum, CRM Proceedings & Lecture Notes, Vol. 26, eds. J. Harnad, G. Sabidussi and P. Winternitz, Amer. Math. Soc., Providence, 2000, pgs. 251-264. · 17 pages, 3 figures
arxiv created 1999/08/31 · arxiv updated 2009/11/30
This paper is a brief review of recent developments in random matrix theory. Two aspects are emphasized: the underlying role of integrable systems and the occurrence of the distribution functions of random matrix theory in diverse areas of mathematics and physics.