Lectures on Integrable Probability by Alexei Borodin, Vadim Gorin
Publisher: arXiv 2012
Number of pages: 63
These are lecture notes for a mini-course given at the St. Petersburg School in Probability and Statistical Physics in June 2012. Topics include integrable models of random growth, determinantal point processes, Schur processes and Markov dynamics on them, Macdonald processes and their application to asymptotics of directed polymers in random media.
Mathematics Probability & Statistics Probability