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Random Words, Toeplitz Determinants and Integrable Systems. II

Alexander R. Its·Craig A. Tracy·Harold Widom
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Abstract

This paper, a continuation of math.CO/9909169, connects the analysis of the length of the longest weakly increasing subsequence of inhomogeneous random words to a Riemann-Hilbert problem and an associated system of integrable PDEs. In particular, we show that the Poissonization of the distribution function of this length can be identified as the Jimbo-Miwa-Ueno tau function.

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Alexander R. Its, Craig A. Tracy, Harold Widom. 2000-10-20. Random Words, Toeplitz Determinants and Integrable Systems. II. https://doi.org/10.1016/s0167-2789(01)00171-3

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