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Integrable Probability & Random Matrices

Develop exact distributions, stochastic evolution, random spectral objects and their scaling limits.

Begin with the two-particle Bethe ansatz for periodic TASEP. It derives contact scattering and periodic quantization directly from a continuous-time Markov generator, then reconstructs a decay mode on a four-site ring. This is a finite example; it does not establish general spectral completeness or a growth scaling limit.

For a guided probability entrance, use the Markov bridge, stationary-current lesson and laboratory. The broader chapter map below describes future coverage as well as available readings.

Readings and planned coverage

CHAPTER 01

Stochastic particle systems

CHAPTER 02

Stochastic vertex models & dualities

Planned coverage

  • Stochasticization and Markov dualities

CHAPTER 03

Growth, polymers & KPZ

Planned coverage

  • KPZ scaling and limiting distributions

CHAPTER 04

Random matrices & point processes

Planned coverage

  • Tracy–Widom distributions

CHAPTER 05

Symmetric functions & random partitions

Planned coverage

  • Schur and Macdonald processes

CHAPTER 06

Determinantal, Pfaffian & Fredholm methods

Planned coverage

  • Fredholm determinants in probability

CHAPTER 07

Scaling limits & universal processes

Planned coverage

  • The KPZ fixed point

CHAPTER 08

Large deviations & rare events

Planned coverage

  • Large deviations of stochastic currents

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