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Random walks and random permutations


Author(s) : P. J. Forrester, 
Publisher : N/A
Publication Date : 1999
ISSN : N/A
Abstract : A connection is made between the random turns model of vicious walkers and random permutations indexed by their increasing subsequences. Consequently the scaled distribution of the maximum displacements in a particular asymmeteric version of the model can be determined to be the same as the scaled distribution of the eigenvalues at the soft edge of the GUE. The scaling of the distribution gives the maximum mean displacement after t time steps as = (2t),