Integrable systems, random matrices, complex geometry and analysis

Team members

Christophe CHARLIER
Benjamin FAHS

Research topics

•    The study of random matrices, very active domain of research, which has applications in combinatorics, number theory, physics, statistics and telecommunication.
•    Asymptotic analysis of orthogonal polynomials and Hankel, Toeplitz and Fredholm determinants, Riemann-Hilbert problems.
•    Integrable differential equations, such as Painlevé equations (solutions to them are called the special function of the 21st century) and the Korteweg-de Vries equation (which describes shallow water waves).
•    Diffusion processes, such as Brownian motion, and determinantal point processes.

Representative publications

•    M. Adler, Mark, K. Johansson, Kurt, and P. van Moerbeke, Double Aztec diamonds and the tacnode process, Adv. Math. 252 (2014), 518–571
•    T. Claeys, T. Grava, and K. T-R McLaughlin, Asymptotics for the partition function in two-cut random matrix models, Comm. Math. Phys. 339, no. 2 (2015), 513-58
•    T. Claeys, A. Its, and I. Krasovsky, Higher order analogues of the Tracy-Widom distribution and the Painlevé II hierarchy, Comm. Pure Appl. Math. 63 (2010), 362-412
•    T. Claeys, A. Its, and I. Krasovsky, Emergence of a singularity for Toeplitz determinants and Painlevé V, Duke Math. Journal 160, no. 2 (2011), 207-262
•    T. Claeys and I. Krasovsky, Toeplitz determinants with merging singularities, Duke Math. Journal 164, no. 15 (2015), 2897-2987
•    P. van Moerbeke, Random and integrable models in mathematics and physics. Random matrices, random processes and integrable systems, 3–130, CRM Ser. Math. Phys., Springer, New York, 2011.

Useful links

•    Séminaire GPP, Géométire, Physique, Probabilités.
•    PAI (Phase VII-18) DYGEST, Pôle d'attraction interuniversitaire, Dynamics, Geometry and Statistical Physics.
•    ERC (European Research Council), Projet CRAMIS.